+35.3%
EWZ vs MTCH
+12.5%
+22.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.3% | +1.2% |
| 7D | +1.1% | -1.4% | +2.6% | +1.3% |
| 30D | +13.5% | +13.6% | -0.2% | +12.0% |
| 3M | +15.2% | +22.4% | -7.2% | +12.0% |
| 6M | +3.7% | +37.2% | -33.5% | -0.5% |
| YTD | +22.5% | +31.8% | -9.3% | +18.6% |
| 1Y | +35.3% | +12.9% | +22.3% | +34.8% |
| All | +35.3% | +12.5% | +22.7% | +34.8% |
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 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