+1,344.7%
EME vs MTCH
+208.0%
+1,136.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.4% | +3.0% | +4.1% |
| 7D | +3.5% | +1.3% | +2.2% | +3.3% |
| 30D | -6.3% | +15.9% | -22.2% | -8.4% |
| 3M | -3.8% | +23.3% | -27.0% | -7.0% |
| 6M | +8.5% | +40.1% | -31.6% | +2.8% |
| YTD | +27.8% | +33.6% | -5.8% | +21.6% |
| 1Y | +22.2% | +14.1% | +8.1% | +18.9% |
| 3Y | +253.5% | +1.4% | +252.0% | +242.6% |
| 5Y | +578.6% | -73.1% | +651.8% | +674.0% |
| All | +1,344.7% | +208.0% | +1,136.7% | +996.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling