+121.4%
ETR vs MTCH
-73.3%
+194.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.7% | -0.4% |
| 7D | -1.8% | +1.3% | -3.1% | -1.9% |
| 30D | -1.8% | +15.9% | -17.6% | -2.5% |
| 3M | -3.6% | +23.3% | -26.9% | -4.6% |
| 6M | +2.6% | +40.1% | -37.5% | +0.7% |
| YTD | +16.0% | +33.6% | -17.6% | +14.0% |
| 1Y | +20.1% | +14.1% | +6.1% | +19.1% |
| 3Y | +143.6% | +1.4% | +142.2% | +140.4% |
| All | +121.4% | -73.3% | +194.6% | +115.8% |
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