+18.1%
EW vs MTCH
+27.4%
-9.3%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.4% | -0.1% | +3.8% |
| 7D | +8.3% | -4.4% | +12.7% | +8.7% |
| 30D | +13.9% | -0.3% | +14.2% | +13.6% |
| 3M | +10.9% | -2.0% | +12.9% | +10.8% |
| 6M | +19.2% | +6.4% | +12.8% | +17.1% |
| YTD | +16.6% | +27.3% | -10.8% | +13.1% |
| 1Y | +18.1% | +30.3% | -12.2% | +14.5% |
| All | +18.1% | +27.4% | -9.3% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling