-35.6%
ELAN vs MTCH
-21.2%
-14.5%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.0% |
| 7D | -5.4% | +1.3% | -6.7% | -5.7% |
| 30D | +4.7% | +15.9% | -11.2% | +0.7% |
| 3M | -3.7% | +23.3% | -26.9% | -9.2% |
| 6M | -1.2% | +40.1% | -41.3% | -9.9% |
| YTD | +2.4% | +33.6% | -31.2% | -5.6% |
| 1Y | +23.4% | +14.1% | +9.3% | +18.1% |
| 3Y | +96.7% | +1.4% | +95.3% | +87.2% |
| 5Y | -30.6% | -73.1% | +42.6% | -14.6% |
| All | -35.6% | -21.2% | -14.5% | -39.4% |
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 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