+5,523.6%
COF vs MTCH
+6,197.0%
-673.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.0% |
| 7D | -6.1% | -1.4% | -4.6% | -5.7% |
| 30D | -5.2% | +13.6% | -18.8% | -8.6% |
| 3M | +17.0% | +22.4% | -5.4% | +10.1% |
| 6M | +12.9% | +37.2% | -24.3% | +2.7% |
| YTD | -13.5% | +31.8% | -45.3% | -20.5% |
| 1Y | -5.9% | +12.9% | -18.8% | -9.7% |
| 3Y | +117.1% | -1.1% | +118.2% | +109.4% |
| 5Y | +45.4% | -73.5% | +118.9% | +91.6% |
| 10Y | +244.1% | +200.7% | +43.4% | +97.2% |
| All | +5,523.6% | +6,197.0% | -673.4% | +1,722.4% |
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