-69.3%
CPNG vs MTCH
-70.8%
+1.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.4% | +1.7% | +2.5% |
| 7D | -1.1% | +1.3% | -2.4% | -1.6% |
| 30D | -7.4% | +15.9% | -23.2% | -13.0% |
| 3M | -12.3% | +23.3% | -35.6% | -20.4% |
| 6M | -19.4% | +40.1% | -59.6% | -31.0% |
| YTD | -35.9% | +33.6% | -69.5% | -44.2% |
| 1Y | -53.4% | +14.1% | -67.5% | -56.7% |
| 3Y | -20.0% | +1.4% | -21.4% | -26.3% |
| 5Y | -49.6% | -73.1% | +23.6% | -19.4% |
| All | -69.3% | -70.8% | +1.5% | -53.5% |
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 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