+322.0%
CMG vs MTCH
+208.0%
+114.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.1% |
| 7D | -2.1% | +1.3% | -3.3% | -2.3% |
| 30D | +10.9% | +15.9% | -5.0% | +7.4% |
| 3M | +15.8% | +23.3% | -7.4% | +10.3% |
| 6M | +6.9% | +40.1% | -33.2% | -1.2% |
| YTD | -2.2% | +33.6% | -35.8% | -8.8% |
| 1Y | -7.1% | +14.1% | -21.2% | -10.6% |
| 3Y | -7.1% | +1.4% | -8.5% | -11.0% |
| 5Y | -4.8% | -73.1% | +68.4% | +16.8% |
| All | +322.0% | +208.0% | +114.0% | +263.0% |
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 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