-18.0%
ELF vs MTCH
+13.9%
-31.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.7% |
| 7D | +5.4% | +0.7% | +4.7% | +4.9% |
| 30D | +27.0% | +9.7% | +17.3% | +21.5% |
| 3M | +113.2% | +21.1% | +92.1% | +95.3% |
| 6M | +36.6% | +37.5% | -0.9% | +16.6% |
| YTD | +44.2% | +31.9% | +12.3% | +25.0% |
| 1Y | -18.0% | +14.6% | -32.5% | -24.8% |
| All | -18.0% | +13.9% | -31.9% | -24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling