+12,504.2%
ENB vs MTCH
+14,456.1%
-1,951.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.3% | -0.7% |
| 7D | -0.3% | -2.4% | +2.1% | -0.2% |
| 30D | -1.1% | +12.8% | -13.9% | -1.9% |
| 3M | -8.5% | +20.0% | -28.4% | -9.7% |
| 6M | -4.5% | +34.7% | -39.3% | -6.7% |
| YTD | +9.1% | +30.6% | -21.5% | +6.7% |
| 1Y | +8.0% | +10.9% | -3.0% | +6.8% |
| 3Y | +77.8% | -2.0% | +79.9% | +75.6% |
| 5Y | +69.4% | -72.6% | +142.0% | +79.4% |
| 10Y | +100.5% | +197.9% | -97.4% | +81.5% |
| All | +12,504.2% | +14,456.1% | -1,951.9% | +12,017.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling