+19.6%
CME vs MTCH
+27.4%
-7.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.4% | -3.1% | +1.1% |
| 7D | +4.8% | -4.4% | +9.2% | +5.0% |
| 30D | +14.2% | -0.3% | +14.5% | +14.2% |
| 3M | +17.9% | -2.0% | +19.9% | +17.9% |
| 6M | +7.2% | +6.4% | +0.8% | +7.0% |
| YTD | +16.7% | +27.3% | -10.6% | +14.3% |
| 1Y | +19.6% | +30.3% | -10.8% | +17.0% |
| All | +19.6% | +27.4% | -7.9% | +17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling