+5,556.5%
CNQ vs MTCH
+697.9%
+4,858.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -1.9% | -0.8% |
| 7D | +0.1% | +1.3% | -1.1% | -0.1% |
| 30D | +6.2% | +15.9% | -9.7% | +3.2% |
| 3M | +12.4% | +23.3% | -10.9% | +7.6% |
| 6M | +9.0% | +40.1% | -31.1% | +1.4% |
| YTD | +52.2% | +33.6% | +18.6% | +42.4% |
| 1Y | +65.0% | +14.1% | +51.0% | +58.8% |
| 3Y | +78.8% | +1.4% | +77.4% | +71.2% |
| 5Y | +286.0% | -73.1% | +359.1% | +359.7% |
| 10Y | +420.7% | +204.8% | +215.9% | +249.9% |
| All | +5,556.5% | +697.9% | +4,858.7% | +2,804.4% |
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 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