+273.0%
EMR vs MTCH
+208.0%
+65.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +2.3% |
| 7D | -0.4% | +1.3% | -1.7% | -0.6% |
| 30D | -6.8% | +15.9% | -22.7% | -9.2% |
| 3M | +7.5% | +23.3% | -15.8% | +3.3% |
| 6M | +9.9% | +40.1% | -30.3% | +3.3% |
| YTD | +16.0% | +33.6% | -17.6% | +9.8% |
| 1Y | +12.4% | +14.1% | -1.6% | +9.2% |
| 3Y | +60.2% | +1.4% | +58.8% | +55.2% |
| 5Y | +67.9% | -73.1% | +141.0% | +93.4% |
| All | +273.0% | +208.0% | +65.0% | +187.8% |
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