+184.8%
COP vs MTCH
-73.3%
+258.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.1% | +0.1% |
| 7D | +2.3% | +1.3% | +1.0% | +2.2% |
| 30D | +8.6% | +15.9% | -7.3% | +6.8% |
| 3M | +19.9% | +23.3% | -3.4% | +16.8% |
| 6M | +19.0% | +40.1% | -21.1% | +13.9% |
| YTD | +50.0% | +33.6% | +16.4% | +44.1% |
| 1Y | +50.5% | +14.1% | +36.4% | +47.4% |
| 3Y | +25.2% | +1.4% | +23.8% | +22.2% |
| All | +184.8% | -73.3% | +258.0% | +209.3% |
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