-25.6%
EFX vs MTCH
+13.9%
-39.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.3% | -5.0% | -5.6% |
| 7D | -8.6% | +0.7% | -9.3% | -9.0% |
| 30D | +0.1% | +9.7% | -9.6% | -5.1% |
| 3M | +3.8% | +21.1% | -17.2% | -7.5% |
| 6M | -13.5% | +37.5% | -51.0% | -29.9% |
| YTD | -17.7% | +31.9% | -49.6% | -31.9% |
| 1Y | -25.6% | +14.6% | -40.1% | -36.6% |
| All | -25.6% | +13.9% | -39.5% | -36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling