-37.6%
CLX vs MTCH
-72.5%
+34.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.9% | -1.0% |
| 7D | -5.9% | -1.4% | -4.4% | -5.8% |
| 30D | -17.0% | +13.6% | -30.7% | -17.5% |
| 3M | -9.6% | +22.4% | -32.0% | -10.3% |
| 6M | -21.5% | +37.2% | -58.7% | -22.6% |
| YTD | -8.8% | +31.8% | -40.6% | -10.0% |
| 1Y | -24.7% | +12.9% | -37.6% | -25.2% |
| 3Y | -35.6% | -1.1% | -34.5% | -36.5% |
| 5Y | -37.6% | -73.5% | +35.9% | -42.7% |
| All | -37.6% | -72.5% | +34.9% | -42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling