+43.1%
COF vs MTCH
-73.3%
+116.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.1% |
| 7D | -5.1% | +1.3% | -6.4% | -5.5% |
| 30D | -6.0% | +15.9% | -21.9% | -10.4% |
| 3M | +14.8% | +23.3% | -8.4% | +7.0% |
| 6M | +15.3% | +40.1% | -24.8% | +2.9% |
| YTD | -13.0% | +33.6% | -46.6% | -21.3% |
| 1Y | -5.7% | +14.1% | -19.8% | -10.5% |
| 3Y | +118.1% | +1.4% | +116.7% | +107.3% |
| All | +43.1% | -73.3% | +116.4% | +72.5% |
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 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