+4,223.5%
CVX vs MTCH
+14,456.1%
-10,232.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.9% |
| 7D | +1.0% | -2.4% | +3.3% | +1.2% |
| 30D | +10.7% | +12.8% | -2.1% | +9.5% |
| 3M | +15.5% | +20.0% | -4.5% | +13.4% |
| 6M | +14.9% | +34.7% | -19.8% | +11.5% |
| YTD | +44.2% | +30.6% | +13.6% | +40.2% |
| 1Y | +43.5% | +10.9% | +32.6% | +41.4% |
| 3Y | +45.0% | -2.0% | +47.0% | +42.7% |
| 5Y | +172.2% | -72.6% | +244.8% | +193.0% |
| 10Y | +221.9% | +197.9% | +24.0% | +175.2% |
| All | +4,223.5% | +14,456.1% | -10,232.5% | +3,350.6% |
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