+570.7%
EME vs MTCH
-73.3%
+643.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.7% |
| YTD | +27.8% | +33.6% | -5.8% | +21.5% |
| 1Y | +22.2% | +14.1% | +8.1% | +19.0% |
| 3Y | +253.5% | +1.4% | +252.0% | +242.8% |
| All | +570.7% | -73.3% | +643.9% | +700.7% |
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