+218.9%
CTVA vs MTCH
-37.4%
+256.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | -4.7% | -1.4% | -3.2% | -4.4% |
| 30D | +11.1% | +13.6% | -2.6% | +8.6% |
| 3M | +13.7% | +22.4% | -8.7% | +9.3% |
| 6M | +11.2% | +37.2% | -26.0% | +4.4% |
| YTD | +26.9% | +31.8% | -4.9% | +19.7% |
| 1Y | +18.8% | +12.9% | +5.9% | +15.3% |
| 3Y | +75.9% | -1.1% | +77.1% | +71.0% |
| 5Y | +105.2% | -73.5% | +178.7% | +148.1% |
| All | +218.9% | -37.4% | +256.4% | +166.7% |
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