+4,013.6%
CMG vs MTCH
+534.5%
+3,479.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.2% |
| 7D | -2.1% | +1.3% | -3.3% | -2.4% |
| 30D | +10.9% | +15.9% | -5.0% | +6.8% |
| 3M | +15.8% | +23.3% | -7.4% | +9.3% |
| 6M | +6.9% | +40.1% | -33.2% | -2.6% |
| YTD | -2.2% | +33.6% | -35.8% | -10.0% |
| 1Y | -7.1% | +14.1% | -21.2% | -11.2% |
| 3Y | -7.1% | +1.4% | -8.5% | -11.9% |
| 5Y | -4.8% | -73.1% | +68.4% | +22.8% |
| 10Y | +324.3% | +204.8% | +119.6% | +139.5% |
| All | +4,013.6% | +534.5% | +3,479.1% | +1,191.1% |
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