-10.0%
CRM vs MTCH
+27.4%
-37.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.4% | -2.2% | +0.2% |
| 7D | -6.2% | -4.4% | -1.8% | -4.6% |
| 30D | -1.2% | -0.3% | -0.9% | -1.7% |
| 3M | +19.1% | -2.0% | +21.1% | +18.4% |
| 6M | +23.0% | +6.4% | +16.5% | +16.0% |
| YTD | -13.7% | +27.3% | -41.0% | -26.6% |
| 1Y | -10.0% | +30.3% | -40.3% | -24.1% |
| All | -10.0% | +27.4% | -37.4% | -24.1% |
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