-28.8%
ELF vs MTCH
+12.5%
-41.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.3% | -4.7% |
| 7D | -10.8% | -1.4% | -9.4% | -10.3% |
| 30D | +0.8% | +13.6% | -12.8% | -4.8% |
| 3M | +64.8% | +22.4% | +42.4% | +50.5% |
| 6M | +19.0% | +37.2% | -18.2% | +1.9% |
| YTD | +25.9% | +31.8% | -5.9% | +9.4% |
| 1Y | -28.8% | +12.9% | -41.7% | -35.0% |
| All | -28.8% | +12.5% | -41.3% | -35.0% |
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