+2,353.8%
ELV vs MTCH
+804.7%
+1,549.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -1.9% | -1.4% |
| 7D | -2.2% | -2.4% | +0.2% | -1.8% |
| 30D | -0.2% | +12.8% | -13.0% | -2.1% |
| 3M | -6.1% | +20.0% | -26.1% | -9.0% |
| 6M | +42.8% | +34.7% | +8.1% | +35.7% |
| YTD | +14.4% | +30.6% | -16.2% | +9.0% |
| 1Y | +28.6% | +10.9% | +17.7% | +25.5% |
| 3Y | -7.4% | -2.0% | -5.4% | -10.1% |
| 5Y | +14.5% | -72.6% | +87.1% | +32.8% |
| 10Y | +257.4% | +197.9% | +59.5% | +141.2% |
| All | +2,353.8% | +804.7% | +1,549.1% | +1,119.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling