-35.4%
CLX vs MTCH
-2.2%
-33.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.9% | -1.0% |
| 7D | -5.9% | -1.4% | -4.4% | -5.7% |
| 30D | -17.0% | +13.6% | -30.7% | -18.0% |
| 3M | -9.6% | +22.4% | -32.0% | -11.1% |
| 6M | -21.5% | +37.2% | -58.7% | -23.7% |
| YTD | -8.8% | +31.8% | -40.6% | -11.2% |
| 1Y | -24.7% | +12.9% | -37.6% | -25.8% |
| All | -35.4% | -2.2% | -33.2% | -33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling