+353.2%
EWZ vs MTCH
+696.9%
-343.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.5% |
| 7D | +0.8% | +6.7% | -5.9% | -0.9% |
| 30D | -24.4% | -1.8% | -22.6% | -24.2% |
| 3M | -4.6% | +12.2% | -16.8% | -7.5% |
| 6M | -11.6% | +16.6% | -28.2% | -15.5% |
| YTD | +2.4% | +31.8% | -29.5% | -5.6% |
| 1Y | +2.1% | +30.8% | -28.8% | -5.8% |
| 3Y | +18.7% | +49.6% | -30.9% | +2.6% |
| 5Y | +54.2% | -70.3% | +124.5% | +90.0% |
| 10Y | +65.9% | +155.1% | -89.2% | -2.3% |
| All | +353.2% | +696.9% | -343.7% | +58.1% |
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