+88.5%
ENB vs MTCH
+208.0%
-119.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.3% | -1.1% |
| 7D | -4.7% | +1.3% | -5.9% | -4.8% |
| 30D | -5.9% | +15.9% | -21.8% | -7.7% |
| 3M | -14.2% | +23.3% | -37.5% | -16.8% |
| 6M | -8.6% | +40.1% | -48.7% | -13.0% |
| YTD | +3.9% | +33.6% | -29.7% | -0.7% |
| 1Y | +1.8% | +14.1% | -12.3% | -0.7% |
| 3Y | +68.5% | +1.4% | +67.1% | +63.9% |
| 5Y | +62.4% | -73.1% | +135.6% | +86.7% |
| All | +88.5% | +208.0% | -119.5% | +42.9% |
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