+813.0%
ES vs MTCH
+14,599.3%
-13,786.3%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | +2.7% | +6.7% | -4.0% | +2.3% |
| 30D | +7.6% | -1.8% | +9.4% | +7.6% |
| 3M | +0.5% | +12.2% | -11.7% | -0.4% |
| 6M | +7.6% | +16.6% | -9.0% | +6.3% |
| YTD | +10.2% | +31.8% | -21.6% | +7.8% |
| 1Y | +1.8% | +30.8% | -29.0% | -0.4% |
| 3Y | +55.4% | +49.6% | +5.7% | +49.6% |
| 5Y | +7.3% | -70.3% | +77.7% | +12.6% |
| 10Y | +96.4% | +155.1% | -58.7% | +74.5% |
| All | +813.0% | +14,599.3% | -13,786.3% | +638.7% |
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 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