+70.1%
ENB vs MTCH
-2.2%
+72.3%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.9% | -4.8% | -3.9% |
| 7D | -4.6% | -1.4% | -3.1% | -4.5% |
| 30D | -5.2% | +13.6% | -18.9% | -5.8% |
| 3M | -13.4% | +22.4% | -35.8% | -14.2% |
| 6M | -7.8% | +37.2% | -45.0% | -9.2% |
| YTD | +4.9% | +31.8% | -26.9% | +3.4% |
| 1Y | +3.2% | +12.9% | -9.7% | +2.7% |
| All | +70.1% | -2.2% | +72.3% | +79.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling