-69.0%
EL vs MTCH
-72.5%
+3.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.3% | -2.7% |
| 7D | -4.4% | -1.4% | -2.9% | -3.9% |
| 30D | +10.3% | +13.6% | -3.4% | +5.2% |
| 3M | +13.4% | +22.4% | -9.0% | +4.8% |
| 6M | +3.1% | +37.2% | -34.1% | -8.6% |
| YTD | -6.9% | +31.8% | -38.7% | -16.6% |
| 1Y | +11.9% | +12.9% | -1.0% | +5.8% |
| 3Y | -33.8% | -1.1% | -32.7% | -36.9% |
| 5Y | -69.0% | -73.5% | +4.5% | -56.9% |
| All | -69.0% | -72.5% | +3.6% | -56.9% |
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