+247.0%
CRL vs MTCH
+208.0%
+39.0%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.6% | +1.5% |
| 7D | -3.5% | +1.3% | -4.8% | -3.9% |
| 30D | -2.1% | +15.9% | -18.0% | -6.2% |
| 3M | +48.0% | +23.3% | +24.7% | +38.4% |
| 6M | +64.7% | +40.1% | +24.6% | +48.3% |
| YTD | +39.5% | +33.6% | +5.9% | +27.3% |
| 1Y | +74.2% | +14.1% | +60.1% | +65.7% |
| 3Y | +39.4% | +1.4% | +37.9% | +32.9% |
| 5Y | -36.9% | -73.1% | +36.2% | -20.4% |
| All | +247.0% | +208.0% | +39.0% | +152.7% |
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 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