+196.7%
EXC vs MTCH
+142.9%
+53.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.4% |
| 7D | +1.4% | +6.7% | -5.3% | +0.7% |
| 30D | +8.6% | -1.8% | +10.4% | +8.6% |
| 3M | +2.4% | +12.2% | -9.8% | +1.0% |
| 6M | +6.5% | +16.6% | -10.1% | +4.5% |
| YTD | +9.0% | +31.8% | -22.8% | +5.4% |
| 1Y | +4.6% | +30.8% | -26.3% | +1.1% |
| 3Y | +33.5% | +49.6% | -16.1% | +25.4% |
| 5Y | +41.4% | -70.3% | +111.7% | +55.0% |
| All | +196.7% | +142.9% | +53.8% | +176.7% |
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