+782.9%
ENTG vs MTCH
+208.0%
+574.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.7% |
| 7D | +1.2% | +1.3% | -0.1% | +0.7% |
| 30D | -12.9% | +15.9% | -28.7% | -17.6% |
| 3M | -3.1% | +23.3% | -26.3% | -11.0% |
| 6M | +21.0% | +40.1% | -19.1% | +5.9% |
| YTD | +67.0% | +33.6% | +33.4% | +48.2% |
| 1Y | +68.6% | +14.1% | +54.6% | +58.3% |
| 3Y | +48.6% | +1.4% | +47.2% | +39.7% |
| 5Y | +18.6% | -73.1% | +91.8% | +62.1% |
| All | +782.9% | +208.0% | +574.9% | +466.9% |
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