-14.6%
CRH vs MTCH
+13.9%
-28.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.8% | +2.7% |
| 7D | -1.7% | +0.7% | -2.3% | -1.8% |
| 30D | -5.4% | +9.7% | -15.1% | -7.3% |
| 3M | -11.2% | +21.1% | -32.3% | -15.3% |
| 6M | -15.8% | +37.5% | -53.3% | -22.0% |
| YTD | -23.6% | +31.9% | -55.5% | -29.0% |
| 1Y | -14.6% | +14.6% | -29.1% | -21.8% |
| All | -14.6% | +13.9% | -28.5% | -21.8% |
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