+444.5%
CORZ vs MTCH
+14.9%
+429.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.7% | +6.4% | +5.0% |
| 7D | +16.6% | -1.8% | +18.4% | +16.9% |
| 30D | -10.9% | +10.4% | -21.3% | -12.4% |
| 3M | -31.0% | +21.0% | -52.0% | -33.4% |
| 6M | +26.0% | +36.6% | -10.6% | +19.6% |
| YTD | +28.6% | +29.7% | -1.0% | +23.1% |
| 1Y | +34.5% | +8.6% | +25.9% | +31.5% |
| All | +444.5% | +14.9% | +429.5% | +394.9% |
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 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