+102.7%
EQH vs MTCH
-0.9%
+103.6%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.0% |
| 7D | +0.7% | +1.3% | -0.5% | +0.3% |
| 30D | +2.8% | +15.9% | -13.0% | -2.1% |
| 3M | +23.1% | +23.3% | -0.2% | +13.7% |
| 6M | +41.4% | +40.1% | +1.3% | +24.7% |
| YTD | +14.3% | +33.6% | -19.3% | +2.3% |
| 1Y | +1.6% | +14.1% | -12.5% | -4.4% |
| 3Y | +102.7% | +1.4% | +101.3% | +91.0% |
| All | +102.7% | -0.9% | +103.6% | +91.0% |
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 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