+32,929.6%
CTSH vs MTCH
+1,169.5%
+31,760.1%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.7% | -2.1% | -3.3% |
| 7D | -5.5% | -1.8% | -3.7% | -4.9% |
| 30D | +4.5% | +10.4% | -5.9% | +1.4% |
| 3M | +13.7% | +21.0% | -7.3% | +7.1% |
| 6M | -8.4% | +36.6% | -45.0% | -17.1% |
| YTD | -26.5% | +29.7% | -56.2% | -32.3% |
| 1Y | -13.9% | +8.6% | -22.5% | -16.5% |
| 3Y | -11.3% | -2.7% | -8.6% | -14.8% |
| 5Y | -14.8% | -72.9% | +58.1% | +13.5% |
| 10Y | +22.5% | +185.0% | -162.5% | -38.3% |
| All | +32,929.6% | +1,169.5% | +31,760.1% | +5,803.2% |
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