+322.1%
CORZ vs MTCH
+16.9%
+305.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.0% |
| 7D | +23.5% | +6.7% | +16.8% | +22.6% |
| 30D | +7.5% | -1.8% | +9.3% | +7.5% |
| 3M | -26.6% | +12.2% | -38.8% | -28.3% |
| 6M | -39.5% | +16.6% | -56.1% | -41.4% |
| YTD | -0.3% | +31.8% | -32.1% | -5.2% |
| 1Y | -4.2% | +30.8% | -35.1% | -8.8% |
| All | +322.1% | +16.9% | +305.2% | +281.3% |
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