+448.6%
CLF vs MTCH
+14,599.3%
-14,150.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.2% | -2.1% | +1.4% |
| 7D | +2.3% | +3.5% | -1.2% | +1.7% |
| 30D | +1.9% | +0.3% | +1.7% | +1.7% |
| 3M | +5.9% | +13.7% | -7.8% | +2.9% |
| 6M | +16.9% | +17.6% | -0.7% | +12.4% |
| YTD | -1.1% | +31.8% | -32.9% | -7.2% |
| 1Y | +28.8% | +29.2% | -0.4% | +21.2% |
| 3Y | -20.6% | +46.7% | -67.3% | -27.3% |
| 5Y | -41.5% | -70.9% | +29.4% | -30.9% |
| 10Y | +87.5% | +155.1% | -67.5% | +49.6% |
| All | +448.6% | +14,599.3% | -14,150.6% | +256.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MTCH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling