-4.3%
ES vs MTCH
-72.5%
+68.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.1% | -1.5% |
| 7D | 0.0% | -2.4% | +2.4% | +0.2% |
| 30D | -1.0% | +12.8% | -13.8% | -2.0% |
| 3M | +1.5% | +20.0% | -18.5% | -0.1% |
| 6M | -3.5% | +34.7% | -38.2% | -5.9% |
| YTD | +7.0% | +30.6% | -23.6% | +4.4% |
| 1Y | +15.3% | +10.9% | +4.4% | +14.0% |
| 3Y | +30.2% | -2.0% | +32.2% | +27.5% |
| 5Y | -4.3% | -72.6% | +68.3% | -6.7% |
| All | -4.3% | -72.5% | +68.2% | -6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling