+6,206.9%
EW vs MTCH
+603.3%
+5,603.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.8% | -3.3% |
| 7D | -4.4% | -1.8% | -2.6% | -4.1% |
| 30D | -3.3% | +10.4% | -13.8% | -5.0% |
| 3M | +1.0% | +21.0% | -20.0% | -2.4% |
| 6M | +6.2% | +36.6% | -30.4% | +0.4% |
| YTD | +1.7% | +29.7% | -28.0% | -3.2% |
| 1Y | +8.1% | +8.6% | -0.5% | +5.8% |
| 3Y | +17.1% | -2.7% | +19.8% | +13.9% |
| 5Y | -29.4% | -72.9% | +43.6% | -17.6% |
| 10Y | +121.7% | +185.0% | -63.3% | +74.6% |
| All | +6,206.9% | +603.3% | +5,603.6% | +4,069.5% |
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 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