+165.0%
CMI vs MTCH
-73.3%
+238.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -14.8% |
| 3M | -14.8% | +23.3% | -38.0% | -18.5% |
| 6M | +0.8% | +40.1% | -39.3% | -6.2% |
| YTD | +10.2% | +33.6% | -23.4% | +3.3% |
| 1Y | +37.4% | +14.1% | +23.4% | +32.7% |
| 3Y | +153.3% | +1.4% | +151.9% | +142.8% |
| All | +165.0% | -73.3% | +238.3% | +189.2% |
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