-4.4%
CLX vs MTCH
+208.0%
-212.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.2% |
| 7D | -5.7% | +1.3% | -7.0% | -5.7% |
| 30D | -17.0% | +15.9% | -32.9% | -17.4% |
| 3M | -9.7% | +23.3% | -33.0% | -10.2% |
| 6M | -19.8% | +40.1% | -60.0% | -20.6% |
| YTD | -9.8% | +33.6% | -43.4% | -10.6% |
| 1Y | -26.2% | +14.1% | -40.2% | -26.6% |
| 3Y | -36.2% | +1.4% | -37.6% | -36.7% |
| 5Y | -38.3% | -73.1% | +34.8% | -38.2% |
| All | -4.4% | +208.0% | -212.4% | -18.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling