+17,451.9%
COR vs MTCH
+6,518.2%
+10,933.6%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.5% | -1.7% |
| 7D | +2.8% | +0.7% | +2.1% | +2.7% |
| 30D | +4.5% | +9.7% | -5.2% | +3.6% |
| 3M | +22.7% | +21.1% | +1.6% | +20.2% |
| 6M | -9.7% | +37.5% | -47.2% | -12.8% |
| YTD | -1.4% | +31.9% | -33.3% | -4.5% |
| 1Y | +13.9% | +14.6% | -0.6% | +11.8% |
| 3Y | +94.0% | -6.2% | +100.1% | +91.2% |
| 5Y | +184.0% | -70.6% | +254.6% | +207.3% |
| 10Y | +406.8% | +185.6% | +221.2% | +305.0% |
| All | +17,451.9% | +6,518.2% | +10,933.6% | +10,025.7% |
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