+20.0%
CP vs MTCH
+12.5%
+7.5%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.4% |
| 7D | -2.7% | -1.4% | -1.3% | -2.6% |
| 30D | -3.4% | +13.6% | -17.0% | -4.6% |
| 3M | -0.6% | +22.4% | -23.0% | -3.2% |
| 6M | +6.3% | +37.2% | -30.9% | +1.9% |
| YTD | +21.2% | +31.8% | -10.6% | +16.1% |
| 1Y | +20.0% | +12.9% | +7.1% | +15.5% |
| All | +20.0% | +12.5% | +7.5% | +15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling