+1,564.5%
ED vs MTCH
+14,607.1%
-13,042.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.3% |
| 7D | -0.2% | +0.7% | -0.9% | -0.2% |
| 30D | -0.1% | +9.7% | -9.9% | -0.5% |
| 3M | +3.9% | +21.1% | -17.1% | +3.1% |
| 6M | -3.0% | +37.5% | -40.5% | -4.3% |
| YTD | +10.7% | +31.9% | -21.2% | +9.3% |
| 1Y | +13.3% | +14.6% | -1.2% | +12.5% |
| 3Y | +34.5% | -6.2% | +40.7% | +33.8% |
| 5Y | +67.1% | -70.6% | +137.7% | +72.1% |
| 10Y | +103.0% | +185.6% | -82.5% | +87.3% |
| All | +1,564.5% | +14,607.1% | -13,042.6% | +1,392.5% |
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 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