-3.1%
CMG vs MTCH
-73.3%
+70.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.1% |
| 7D | -2.1% | +1.3% | -3.3% | -2.4% |
| 30D | +10.9% | +15.9% | -5.0% | +7.0% |
| 3M | +15.8% | +23.3% | -7.4% | +9.6% |
| 6M | +6.9% | +40.1% | -33.2% | -2.3% |
| YTD | -2.2% | +33.6% | -35.8% | -9.8% |
| 1Y | -7.1% | +14.1% | -21.2% | -11.1% |
| 3Y | -7.1% | +1.4% | -8.5% | -11.0% |
| All | -3.1% | -73.3% | +70.2% | +33.6% |
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