+117.8%
EW vs MTCH
+208.0%
-90.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.4% | -4.1% | -3.1% |
| 7D | -6.2% | +1.3% | -7.4% | -6.4% |
| 30D | -9.3% | +15.9% | -25.2% | -12.2% |
| 3M | -1.6% | +23.3% | -24.9% | -6.2% |
| 6M | -0.8% | +40.1% | -41.0% | -8.2% |
| YTD | -1.0% | +33.6% | -34.6% | -7.7% |
| 1Y | +8.2% | +14.1% | -5.9% | +4.2% |
| 3Y | +12.7% | +1.4% | +11.3% | +7.9% |
| 5Y | -30.2% | -73.1% | +42.9% | -13.6% |
| All | +117.8% | +208.0% | -90.2% | +55.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling