+238.9%
CRM vs MTCH
+208.0%
+30.9%
-58.7%
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 | -4.4% | +1.3% | -5.7% | -4.8% |
| 30D | +28.1% | +15.9% | +12.3% | +22.3% |
| 3M | +48.8% | +23.3% | +25.6% | +39.1% |
| 6M | +28.3% | +40.1% | -11.9% | +15.1% |
| YTD | -6.0% | +33.6% | -39.6% | -14.4% |
| 1Y | +1.4% | +14.1% | -12.6% | -3.3% |
| 3Y | +11.8% | +1.4% | +10.4% | +6.2% |
| 5Y | -2.0% | -73.1% | +71.1% | +32.2% |
| All | +238.9% | +208.0% | +30.9% | +130.7% |
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