+277.7%
ELF vs MTCH
+170.2%
+107.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.7% | -4.2% |
| 7D | -6.8% | -2.4% | -4.4% | -6.3% |
| 30D | +5.1% | +12.8% | -7.7% | +2.5% |
| 3M | +79.8% | +20.0% | +59.8% | +73.4% |
| 6M | +29.7% | +34.7% | -5.0% | +22.2% |
| YTD | +31.6% | +30.6% | +1.1% | +24.4% |
| 1Y | -27.9% | +10.9% | -38.9% | -29.7% |
| 3Y | -26.4% | -2.0% | -24.4% | -28.3% |
| 5Y | +235.6% | -72.6% | +308.3% | +285.9% |
| All | +277.7% | +170.2% | +107.5% | +279.8% |
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 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