+216.7%
CTVA vs MTCH
-36.6%
+253.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.9% |
| 7D | -4.5% | +1.3% | -5.8% | -4.7% |
| 30D | +11.3% | +15.9% | -4.6% | +8.4% |
| 3M | +12.3% | +23.3% | -11.0% | +7.8% |
| 6M | +7.2% | +40.1% | -33.0% | +0.2% |
| YTD | +26.0% | +33.6% | -7.6% | +18.6% |
| 1Y | +16.0% | +14.1% | +1.9% | +12.3% |
| 3Y | +73.9% | +1.4% | +72.5% | +68.2% |
| 5Y | +103.8% | -73.1% | +176.9% | +145.8% |
| All | +216.7% | -36.6% | +253.3% | +164.2% |
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 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