+367.4%
EAT vs MTCH
+208.0%
+159.4%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.4% |
| 7D | -7.7% | +1.3% | -9.0% | -8.1% |
| 30D | -13.6% | +15.9% | -29.5% | -17.4% |
| 3M | +33.9% | +23.3% | +10.6% | +24.6% |
| 6M | +47.2% | +40.1% | +7.1% | +31.0% |
| YTD | +48.1% | +33.6% | +14.5% | +33.2% |
| 1Y | +33.7% | +14.1% | +19.6% | +26.0% |
| 3Y | +595.8% | +1.4% | +594.4% | +558.4% |
| 5Y | +314.4% | -73.1% | +387.5% | +452.1% |
| All | +367.4% | +208.0% | +159.4% | +316.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling