+18.0%
EIX vs MTCH
+208.0%
-190.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.5% |
| 7D | -1.4% | +1.3% | -2.6% | -1.5% |
| 30D | -19.3% | +15.9% | -35.2% | -20.5% |
| 3M | -21.7% | +23.3% | -44.9% | -23.4% |
| 6M | -19.8% | +40.1% | -60.0% | -22.8% |
| YTD | -3.0% | +33.6% | -36.6% | -6.4% |
| 1Y | +5.1% | +14.1% | -9.0% | +3.2% |
| 3Y | -7.0% | +1.4% | -8.4% | -9.0% |
| 5Y | +22.0% | -73.1% | +95.2% | +33.0% |
| All | +18.0% | +208.0% | -190.0% | -4.8% |
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 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