+128.5%
EEM vs MTCH
+208.0%
-79.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.0% |
| 7D | -1.3% | +1.3% | -2.5% | -1.5% |
| 30D | +2.1% | +15.9% | -13.8% | -0.6% |
| 3M | +1.0% | +23.3% | -22.2% | -3.0% |
| 6M | +15.9% | +40.1% | -24.2% | +8.7% |
| YTD | +24.6% | +33.6% | -8.9% | +17.6% |
| 1Y | +32.3% | +14.1% | +18.2% | +28.2% |
| 3Y | +85.9% | +1.4% | +84.5% | +79.6% |
| 5Y | +45.4% | -73.1% | +118.5% | +70.7% |
| All | +128.5% | +208.0% | -79.5% | +67.9% |
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