+7.1%
CRM vs MTCH
+13.9%
-6.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -1.4% |
| 7D | +1.3% | +0.7% | +0.6% | +0.9% |
| 30D | +34.3% | +9.7% | +24.6% | +27.7% |
| 3M | +37.7% | +21.1% | +16.6% | +23.3% |
| 6M | +34.9% | +37.5% | -2.5% | +12.4% |
| YTD | -1.6% | +31.9% | -33.6% | -16.0% |
| 1Y | +7.1% | +14.6% | -7.4% | -4.4% |
| All | +7.1% | +13.9% | -6.8% | -4.4% |
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