+11,883.3%
CP vs MTCH
+14,607.1%
-2,723.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.7% | +0.5% |
| 7D | -2.7% | +0.7% | -3.4% | -2.8% |
| 30D | +0.2% | +9.7% | -9.6% | -1.0% |
| 3M | +2.6% | +21.1% | -18.5% | -0.1% |
| 6M | +6.0% | +37.5% | -31.5% | +1.5% |
| YTD | +24.9% | +31.9% | -7.0% | +20.1% |
| 1Y | +20.1% | +14.6% | +5.6% | +17.4% |
| 3Y | +16.4% | -6.2% | +22.6% | +14.9% |
| 5Y | +31.7% | -70.6% | +102.3% | +45.2% |
| 10Y | +223.9% | +185.6% | +38.3% | +162.8% |
| All | +11,883.3% | +14,607.1% | -2,723.9% | +7,158.7% |
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