+33.1%
CVS vs MTCH
-73.6%
+106.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.2% |
| 7D | -2.0% | -1.4% | -0.5% | -1.8% |
| 30D | +1.9% | +13.6% | -11.7% | +0.8% |
| 3M | -2.2% | +22.4% | -24.6% | -3.8% |
| 6M | +26.7% | +37.2% | -10.4% | +23.3% |
| YTD | +22.9% | +31.8% | -8.9% | +19.8% |
| 1Y | +32.9% | +12.9% | +20.0% | +31.3% |
| 3Y | +62.3% | -1.1% | +63.4% | +59.5% |
| All | +33.1% | -73.6% | +106.7% | +32.2% |
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 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