+10.2%
CNH vs MTCH
-72.5%
+82.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.8% | -3.1% |
| 7D | -2.5% | -1.4% | -1.0% | -2.1% |
| 30D | +27.0% | +13.6% | +13.4% | +22.9% |
| 3M | +32.6% | +22.4% | +10.2% | +25.7% |
| 6M | +23.6% | +37.2% | -13.6% | +13.1% |
| YTD | +47.8% | +31.8% | +16.0% | +36.3% |
| 1Y | +21.3% | +12.9% | +8.4% | +16.3% |
| 3Y | +7.0% | -1.1% | +8.1% | +2.6% |
| 5Y | +10.2% | -73.5% | +83.7% | +34.2% |
| All | +10.2% | -72.5% | +82.7% | +34.2% |
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