+44.0%
MTCH vs CAI
-9.9%
+53.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.1% | +1.3% |
| 7D | +1.3% | -2.9% | +4.2% | +1.4% |
| 30D | +15.9% | +9.3% | +6.5% | +15.4% |
| 3M | +23.3% | +35.2% | -11.9% | +21.7% |
| 6M | +40.1% | +30.7% | +9.4% | +37.6% |
| YTD | +33.6% | -9.8% | +43.4% | +33.4% |
| 1Y | +14.1% | -28.9% | +42.9% | +15.2% |
| All | +44.0% | -9.9% | +53.8% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 3y: compounded portfolio wealth divided by compounded CAI 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…
3y analysis · Full analysis span regression · 6 months rolling