+301.7%
ELF vs MTCH
+142.9%
+158.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +4.0% |
| 7D | +1.6% | +6.7% | -5.1% | +0.3% |
| 30D | +9.1% | -1.8% | +10.9% | +9.3% |
| 3M | +28.2% | +12.2% | +15.9% | +24.8% |
| 6M | +119.5% | +16.6% | +102.9% | +112.0% |
| YTD | +55.2% | +31.8% | +23.3% | +45.8% |
| 1Y | +58.6% | +30.8% | +27.8% | +49.3% |
| 3Y | +21.3% | +49.6% | -28.4% | +10.0% |
| 5Y | +276.2% | -70.3% | +346.6% | +329.6% |
| All | +301.7% | +142.9% | +158.8% | +293.1% |
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