-23.3%
ELF vs MTCH
-3.6%
-19.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.7% | -3.2% | -4.4% |
| 7D | -1.2% | -1.8% | +0.6% | -0.6% |
| 30D | +5.9% | +10.4% | -4.5% | +2.6% |
| 3M | +99.5% | +21.0% | +78.5% | +88.0% |
| 6M | +26.5% | +36.6% | -10.1% | +14.5% |
| YTD | +37.2% | +29.7% | +7.5% | +25.6% |
| 1Y | -24.4% | +8.6% | -33.0% | -27.2% |
| 3Y | -23.3% | -2.7% | -20.6% | -29.0% |
| All | -23.3% | -3.6% | -19.7% | -29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling