+338.5%
COP vs MTCH
+208.0%
+130.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.1% | 0.0% |
| 7D | +2.3% | +1.3% | +1.0% | +2.1% |
| 30D | +8.6% | +15.9% | -7.3% | +6.3% |
| 3M | +19.9% | +23.3% | -3.4% | +15.9% |
| 6M | +19.0% | +40.1% | -21.1% | +12.6% |
| YTD | +50.0% | +33.6% | +16.4% | +42.5% |
| 1Y | +50.5% | +14.1% | +36.4% | +46.4% |
| 3Y | +25.2% | +1.4% | +23.8% | +21.4% |
| 5Y | +194.3% | -73.1% | +267.4% | +239.6% |
| All | +338.5% | +208.0% | +130.5% | +240.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling