+22.2%
ELV vs MTCH
-73.3%
+95.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | +0.4% |
| 7D | +3.2% | +1.3% | +1.9% | +3.1% |
| 30D | +5.4% | +15.9% | -10.5% | +4.5% |
| 3M | +5.4% | +23.3% | -17.9% | +3.9% |
| 6M | +45.7% | +40.1% | +5.6% | +42.6% |
| YTD | +21.2% | +33.6% | -12.4% | +18.9% |
| 1Y | +35.6% | +14.1% | +21.5% | +34.1% |
| 3Y | -2.0% | +1.4% | -3.4% | -3.4% |
| All | +22.2% | -73.3% | +95.5% | +31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling