+851.2%
EEM vs MTCH
+508.3%
+342.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | +2.0% | -2.4% | +4.4% | +2.6% |
| 30D | +5.1% | +12.8% | -7.7% | +1.8% |
| 3M | +4.6% | +20.0% | -15.4% | -0.7% |
| 6M | +17.8% | +34.7% | -17.0% | +8.4% |
| YTD | +25.8% | +30.6% | -4.7% | +16.4% |
| 1Y | +36.4% | +10.9% | +25.5% | +31.2% |
| 3Y | +90.0% | -2.0% | +92.0% | +81.9% |
| 5Y | +46.6% | -72.6% | +119.2% | +86.4% |
| 10Y | +132.3% | +197.9% | -65.6% | +16.3% |
| All | +851.2% | +508.3% | +342.9% | +181.8% |
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