+5,760.6%
CRM vs MTCH
+440.7%
+5,319.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.6% | +1.5% |
| 7D | -4.4% | +1.3% | -5.7% | -4.9% |
| 30D | +28.1% | +15.9% | +12.3% | +21.4% |
| 3M | +48.8% | +23.3% | +25.6% | +37.6% |
| 6M | +28.3% | +40.1% | -11.9% | +13.1% |
| YTD | -6.0% | +33.6% | -39.6% | -15.7% |
| 1Y | +1.4% | +14.1% | -12.6% | -4.0% |
| 3Y | +11.8% | +1.4% | +10.4% | +4.9% |
| 5Y | -2.0% | -73.1% | +71.1% | +41.1% |
| 10Y | +239.6% | +204.8% | +34.8% | +56.4% |
| All | +5,760.6% | +440.7% | +5,319.9% | +1,877.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling