+595.8%
EAT vs MTCH
-0.9%
+596.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.3% |
| 7D | -7.7% | +1.3% | -9.0% | -8.0% |
| 30D | -13.6% | +15.9% | -29.5% | -16.6% |
| 3M | +33.9% | +23.3% | +10.6% | +26.1% |
| 6M | +47.2% | +40.1% | +7.1% | +32.9% |
| YTD | +48.1% | +33.6% | +14.5% | +35.1% |
| 1Y | +33.7% | +14.1% | +19.6% | +27.7% |
| 3Y | +595.8% | +1.4% | +594.4% | +503.5% |
| All | +595.8% | -0.9% | +596.7% | +503.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling