+1,419.6%
CVS vs MTCH
+14,456.1%
-13,036.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | -1.9% | -2.4% | +0.5% | -1.7% |
| 30D | -0.3% | +12.8% | -13.1% | -1.5% |
| 3M | -1.1% | +20.0% | -21.1% | -3.0% |
| 6M | +23.7% | +34.7% | -11.0% | +19.7% |
| YTD | +23.0% | +30.6% | -7.6% | +19.2% |
| 1Y | +37.2% | +10.9% | +26.2% | +35.0% |
| 3Y | +62.4% | -2.0% | +64.5% | +59.9% |
| 5Y | +31.8% | -72.6% | +104.5% | +43.6% |
| 10Y | +41.9% | +197.9% | -156.0% | +14.7% |
| All | +1,419.6% | +14,456.1% | -13,036.5% | +909.8% |
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