+14,133.9%
COST vs MTCH
+14,593.1%
-459.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.2% |
| 7D | -2.5% | -1.4% | -1.1% | -2.3% |
| 30D | -4.4% | +13.6% | -18.1% | -6.1% |
| 3M | -8.1% | +22.4% | -30.5% | -10.8% |
| 6M | -9.2% | +37.2% | -46.4% | -13.5% |
| YTD | +5.1% | +31.8% | -26.7% | +0.5% |
| 1Y | -5.1% | +12.9% | -18.0% | -7.4% |
| 3Y | +70.4% | -1.1% | +71.5% | +65.7% |
| 5Y | +104.7% | -73.5% | +178.2% | +132.2% |
| 10Y | +608.8% | +200.7% | +408.1% | +429.6% |
| All | +14,133.9% | +14,593.1% | -459.2% | +7,465.3% |
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 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