+131.4%
EMB vs MTCH
+579.9%
-448.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | 0.0% |
| 7D | +0.3% | -1.8% | +2.1% | +0.4% |
| 30D | -0.5% | +10.4% | -10.9% | -1.1% |
| 3M | +0.3% | +21.0% | -20.7% | -0.9% |
| 6M | +1.2% | +36.6% | -35.4% | -0.8% |
| YTD | +1.5% | +29.7% | -28.2% | -0.3% |
| 1Y | +4.8% | +8.6% | -3.8% | +4.0% |
| 3Y | +30.4% | -2.7% | +33.1% | +29.0% |
| 5Y | +7.3% | -72.9% | +80.2% | +11.9% |
| 10Y | +29.7% | +185.0% | -155.3% | +21.1% |
| All | +131.4% | +579.9% | -448.5% | +107.5% |
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