+162.1%
EQX vs MTCH
-0.9%
+163.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.3% | +1.5% |
| 7D | -3.2% | +1.3% | -4.5% | -3.3% |
| 30D | +7.8% | +15.9% | -8.1% | +6.3% |
| 3M | +21.3% | +23.3% | -1.9% | +18.5% |
| 6M | -22.4% | +40.1% | -62.6% | -25.1% |
| YTD | -11.3% | +33.6% | -44.9% | -14.1% |
| 1Y | +13.5% | +14.1% | -0.6% | +11.4% |
| 3Y | +162.1% | +1.4% | +160.7% | +165.1% |
| All | +162.1% | -0.9% | +163.0% | +165.1% |
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