+6,394.0%
CNI vs MTCH
+2,544.8%
+3,849.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.7% |
| 7D | -1.1% | -1.4% | +0.3% | -0.9% |
| 30D | -3.5% | +13.6% | -17.2% | -5.6% |
| 3M | +2.2% | +22.4% | -20.2% | -1.4% |
| 6M | +15.1% | +37.2% | -22.1% | +8.8% |
| YTD | +24.7% | +31.8% | -7.1% | +18.4% |
| 1Y | +33.4% | +12.9% | +20.5% | +29.7% |
| 3Y | +19.5% | -1.1% | +20.6% | +16.2% |
| 5Y | +12.6% | -73.5% | +86.1% | +30.6% |
| 10Y | +134.7% | +200.7% | -66.0% | +67.6% |
| All | +6,394.0% | +2,544.8% | +3,849.2% | +3,308.6% |
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 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