+1,643.3%
EXC vs MTCH
+14,607.1%
-12,963.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.3% | -1.0% |
| 7D | +0.3% | +0.7% | -0.4% | +0.2% |
| 30D | -3.7% | +9.7% | -13.4% | -4.3% |
| 3M | -1.3% | +21.1% | -22.4% | -2.6% |
| 6M | -9.7% | +37.5% | -47.2% | -11.8% |
| YTD | +2.9% | +31.9% | -29.0% | +0.7% |
| 1Y | +4.4% | +14.6% | -10.2% | +3.1% |
| 3Y | +22.2% | -6.2% | +28.4% | +21.1% |
| 5Y | +46.7% | -70.6% | +117.3% | +54.2% |
| 10Y | +155.3% | +185.6% | -30.2% | +129.6% |
| All | +1,643.3% | +14,607.1% | -12,963.8% | +1,369.9% |
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