+12,111.4%
CTAS vs MTCH
+14,357.7%
-2,246.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.3% |
| 7D | 0.0% | -1.8% | +1.8% | +0.3% |
| 30D | -1.0% | +10.4% | -11.4% | -2.7% |
| 3M | +15.8% | +21.0% | -5.2% | +11.8% |
| 6M | -1.0% | +36.6% | -37.6% | -6.6% |
| YTD | +7.4% | +29.7% | -22.3% | +2.0% |
| 1Y | -0.1% | +8.6% | -8.7% | -2.3% |
| 3Y | +66.3% | -2.7% | +69.0% | +61.7% |
| 5Y | +111.0% | -72.9% | +183.9% | +146.7% |
| 10Y | +662.9% | +185.0% | +477.9% | +461.6% |
| All | +12,111.4% | +14,357.7% | -2,246.3% | +6,570.4% |
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 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