+6,706.3%
CME vs MTCH
+552.4%
+6,153.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.8% |
| 7D | -2.9% | -1.8% | -1.1% | -2.5% |
| 30D | +5.5% | +10.4% | -4.9% | +3.5% |
| 3M | +11.0% | +21.0% | -10.0% | +6.7% |
| 6M | -9.7% | +36.6% | -46.3% | -15.4% |
| YTD | +4.9% | +29.7% | -24.8% | -1.0% |
| 1Y | +10.1% | +8.6% | +1.5% | +7.3% |
| 3Y | +53.5% | -2.7% | +56.2% | +47.7% |
| 5Y | +77.2% | -72.9% | +150.1% | +114.3% |
| 10Y | +282.1% | +185.0% | +97.1% | +105.4% |
| All | +6,706.3% | +552.4% | +6,153.9% | +2,044.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling