-17.1%
CTSH vs MTCH
-72.5%
+55.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -3.0% |
| 7D | -8.2% | -2.4% | -5.8% | -7.6% |
| 30D | +0.4% | +12.8% | -12.4% | -2.6% |
| 3M | +10.6% | +20.0% | -9.4% | +5.5% |
| 6M | -8.8% | +34.7% | -43.5% | -15.6% |
| YTD | -28.6% | +30.6% | -59.2% | -33.3% |
| 1Y | -15.9% | +10.9% | -26.9% | -18.7% |
| 3Y | -13.9% | -2.0% | -11.8% | -16.7% |
| 5Y | -17.1% | -72.6% | +55.5% | -0.5% |
| All | -17.1% | -72.5% | +55.4% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling