-35.8%
EFX vs MTCH
-73.3%
+37.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.1% |
| 7D | -4.5% | +1.3% | -5.8% | -4.9% |
| 30D | -6.1% | +15.9% | -22.0% | -10.3% |
| 3M | +6.2% | +23.3% | -17.1% | -0.5% |
| 6M | -11.2% | +40.1% | -51.4% | -20.2% |
| YTD | -21.4% | +33.6% | -55.0% | -28.2% |
| 1Y | -34.3% | +14.1% | -48.4% | -37.4% |
| 3Y | -12.5% | +1.4% | -13.9% | -16.8% |
| All | -35.8% | -73.3% | +37.5% | -27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling