+238.8%
EQX vs MTCH
+5.0%
+233.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.3% | +1.4% |
| 7D | -3.2% | +1.3% | -4.5% | -3.4% |
| 30D | +7.8% | +15.9% | -8.1% | +5.1% |
| 3M | +21.3% | +23.3% | -1.9% | +16.7% |
| 6M | -22.4% | +40.1% | -62.6% | -27.2% |
| YTD | -11.3% | +33.6% | -44.9% | -16.2% |
| 1Y | +13.5% | +14.1% | -0.6% | +10.1% |
| 3Y | +162.1% | +1.4% | +160.7% | +153.3% |
| 5Y | +84.2% | -73.1% | +157.3% | +107.7% |
| All | +238.8% | +5.0% | +233.9% | +441.3% |
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