+824.6%
EIX vs MTCH
+14,357.7%
-13,533.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.7% | +6.2% | +4.6% |
| 7D | +0.9% | -1.8% | +2.7% | +1.0% |
| 30D | -13.5% | +10.4% | -24.0% | -14.2% |
| 3M | -15.3% | +21.0% | -36.3% | -16.5% |
| 6M | -15.3% | +36.6% | -52.0% | -17.5% |
| YTD | +2.7% | +29.7% | -27.0% | +0.3% |
| 1Y | +17.4% | +8.6% | +8.8% | +16.3% |
| 3Y | -1.3% | -2.7% | +1.4% | -2.5% |
| 5Y | +27.2% | -72.9% | +100.1% | +35.8% |
| 10Y | +22.7% | +185.0% | -162.3% | +6.8% |
| All | +824.6% | +14,357.7% | -13,533.1% | +619.5% |
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