+786.1%
ES vs MTCH
+14,002.5%
-13,216.4%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | +0.1% |
| 7D | +0.9% | +3.7% | -2.9% | +0.6% |
| 30D | +5.9% | -2.8% | +8.7% | +6.0% |
| 3M | -1.0% | +9.3% | -10.3% | -1.7% |
| 6M | +7.2% | +9.2% | -2.0% | +6.3% |
| YTD | +7.0% | +26.5% | -19.5% | +4.9% |
| 1Y | +0.5% | +22.6% | -22.2% | -1.3% |
| 3Y | +48.7% | +40.8% | +7.9% | +43.7% |
| 5Y | +1.9% | -72.9% | +74.8% | +7.6% |
| 10Y | +89.2% | +152.4% | -63.3% | +68.2% |
| All | +786.1% | +14,002.5% | -13,216.4% | +618.9% |
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 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