+32.1%
ES vs MTCH
-3.6%
+35.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.8% |
| 7D | +1.4% | -1.8% | +3.2% | +1.6% |
| 30D | -1.2% | +10.4% | -11.6% | -2.3% |
| 3M | +5.0% | +21.0% | -16.0% | +2.6% |
| 6M | -2.8% | +36.6% | -39.4% | -6.6% |
| YTD | +8.6% | +29.7% | -21.1% | +4.8% |
| 1Y | +18.9% | +8.6% | +10.3% | +17.5% |
| 3Y | +32.1% | -2.7% | +34.8% | +36.9% |
| All | +32.1% | -3.6% | +35.8% | +36.9% |
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 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