+58.6%
CNH vs MTCH
+196.7%
-138.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.7% | -3.9% | -5.2% |
| 7D | +8.8% | -1.8% | +10.6% | +9.3% |
| 30D | +24.7% | +10.4% | +14.2% | +22.0% |
| 3M | +27.3% | +21.0% | +6.3% | +22.0% |
| 6M | +23.2% | +36.6% | -13.5% | +14.5% |
| YTD | +48.9% | +29.7% | +19.2% | +39.7% |
| 1Y | +19.4% | +8.6% | +10.8% | +16.3% |
| 3Y | +7.8% | -2.7% | +10.5% | +5.0% |
| 5Y | +8.7% | -72.9% | +81.6% | +30.1% |
| 10Y | +149.5% | +185.0% | -35.5% | +84.6% |
| All | +58.6% | +196.7% | -138.1% | +18.5% |
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