+154.0%
CNH vs MTCH
+208.0%
-54.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.3% |
| 7D | -5.7% | +1.3% | -7.0% | -6.0% |
| 30D | +26.6% | +15.9% | +10.7% | +22.4% |
| 3M | +31.1% | +23.3% | +7.8% | +24.8% |
| 6M | +24.9% | +40.1% | -15.3% | +15.0% |
| YTD | +48.7% | +33.6% | +15.1% | +38.1% |
| 1Y | +22.2% | +14.1% | +8.1% | +17.5% |
| 3Y | +7.4% | +1.4% | +6.0% | +3.5% |
| 5Y | +10.8% | -73.1% | +84.0% | +33.9% |
| All | +154.0% | +208.0% | -54.1% | +71.4% |
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