+274.2%
CME vs MTCH
+208.0%
+66.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | +0.4% |
| 7D | -1.6% | +1.3% | -2.9% | -1.7% |
| 30D | +5.6% | +15.9% | -10.3% | +4.2% |
| 3M | +5.6% | +23.3% | -17.7% | +3.5% |
| 6M | -8.3% | +40.1% | -48.4% | -11.2% |
| YTD | +4.3% | +33.6% | -29.3% | +1.3% |
| 1Y | +9.1% | +14.1% | -5.0% | +7.3% |
| 3Y | +52.1% | +1.4% | +50.6% | +49.4% |
| 5Y | +79.7% | -73.1% | +152.8% | +99.9% |
| All | +274.2% | +208.0% | +66.2% | +238.4% |
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