+153.3%
CMI vs MTCH
-0.9%
+154.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.1% | +1.0% |
| 7D | -0.7% | +1.3% | -2.0% | -0.9% |
| 30D | -12.4% | +15.9% | -28.3% | -14.9% |
| 3M | -14.8% | +23.3% | -38.0% | -18.9% |
| 6M | +0.8% | +40.1% | -39.3% | -7.2% |
| YTD | +10.2% | +33.6% | -23.4% | +2.3% |
| 1Y | +37.4% | +14.1% | +23.4% | +32.3% |
| 3Y | +153.3% | +1.4% | +151.9% | +140.6% |
| All | +153.3% | -0.9% | +154.2% | +140.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling