+272.1%
CNQ vs MTCH
-73.3%
+345.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -1.9% | -0.7% |
| 7D | +0.1% | +1.3% | -1.1% | 0.0% |
| 30D | +6.2% | +15.9% | -9.7% | +4.3% |
| 3M | +12.4% | +23.3% | -10.9% | +9.2% |
| 6M | +9.0% | +40.1% | -31.1% | +3.8% |
| YTD | +52.2% | +33.6% | +18.6% | +45.5% |
| 1Y | +65.0% | +14.1% | +51.0% | +61.3% |
| 3Y | +78.8% | +1.4% | +77.4% | +74.6% |
| All | +272.1% | -73.3% | +345.3% | +320.3% |
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