+395.2%
COR vs MTCH
+208.0%
+187.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | +0.1% |
| 7D | -2.8% | +1.3% | -4.1% | -2.9% |
| 30D | +2.6% | +15.9% | -13.3% | +1.6% |
| 3M | +14.5% | +23.3% | -8.8% | +12.8% |
| 6M | -7.8% | +40.1% | -48.0% | -10.1% |
| YTD | -4.2% | +33.6% | -37.8% | -6.3% |
| 1Y | +7.0% | +14.1% | -7.1% | +5.7% |
| 3Y | +85.5% | +1.4% | +84.1% | +83.1% |
| 5Y | +181.2% | -73.1% | +254.3% | +204.8% |
| All | +395.2% | +208.0% | +187.2% | +348.3% |
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 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