+24.4%
EL vs MTCH
+208.0%
-183.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.3% |
| 7D | -6.5% | +1.3% | -7.8% | -6.8% |
| 30D | +11.1% | +15.9% | -4.7% | +6.6% |
| 3M | +10.7% | +23.3% | -12.6% | +4.1% |
| 6M | +6.9% | +40.1% | -33.3% | -3.1% |
| YTD | -6.3% | +33.6% | -39.9% | -14.2% |
| 1Y | +13.5% | +14.1% | -0.6% | +8.4% |
| 3Y | -33.1% | +1.4% | -34.5% | -35.6% |
| 5Y | -68.8% | -73.1% | +4.4% | -60.7% |
| All | +24.4% | +208.0% | -183.6% | -3.4% |
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