+1,471.7%
ET vs MTCH
+545.0%
+926.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | +0.6% | -2.4% | +3.0% | +1.1% |
| 30D | +5.3% | +12.8% | -7.5% | +3.1% |
| 3M | +15.6% | +20.0% | -4.3% | +11.6% |
| 6M | +20.6% | +34.7% | -14.1% | +13.7% |
| YTD | +38.5% | +30.6% | +8.0% | +30.9% |
| 1Y | +35.7% | +10.9% | +24.8% | +31.9% |
| 3Y | +98.4% | -2.0% | +100.4% | +92.1% |
| 5Y | +245.3% | -72.6% | +317.9% | +307.2% |
| 10Y | +173.7% | +197.9% | -24.1% | +69.3% |
| All | +1,471.7% | +545.0% | +926.8% | +596.4% |
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