+8,961.7%
ECL vs MTCH
+14,357.7%
-5,396.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.2% |
| 7D | -0.8% | -1.8% | +1.0% | -0.5% |
| 30D | -2.5% | +10.4% | -12.9% | -3.7% |
| 3M | +8.3% | +21.0% | -12.7% | +5.7% |
| 6M | -1.1% | +36.6% | -37.7% | -5.1% |
| YTD | +6.5% | +29.7% | -23.2% | +2.7% |
| 1Y | +2.1% | +8.6% | -6.5% | +0.5% |
| 3Y | +57.6% | -2.7% | +60.3% | +54.7% |
| 5Y | +28.1% | -72.9% | +101.0% | +42.8% |
| 10Y | +153.2% | +185.0% | -31.8% | +108.9% |
| All | +8,961.7% | +14,357.7% | -5,396.0% | +5,983.4% |
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 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