+586.2%
EWT vs MTCH
+614.9%
-28.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.5% | +1.5% |
| 7D | -1.1% | +1.3% | -2.4% | -1.4% |
| 30D | +4.5% | +15.9% | -11.4% | +0.8% |
| 3M | +8.3% | +23.3% | -15.0% | +2.5% |
| 6M | +54.2% | +40.1% | +14.1% | +41.6% |
| YTD | +74.6% | +33.6% | +41.0% | +61.7% |
| 1Y | +84.9% | +14.1% | +70.8% | +77.4% |
| 3Y | +197.5% | +1.4% | +196.1% | +183.9% |
| 5Y | +150.6% | -73.1% | +223.7% | +212.2% |
| 10Y | +516.1% | +204.8% | +311.3% | +241.7% |
| All | +586.2% | +614.9% | -28.6% | +124.9% |
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