+3.6%
EXE vs MTCH
+13.9%
-10.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.2% | -1.2% |
| 7D | -0.3% | +0.7% | -0.9% | -0.3% |
| 30D | +8.5% | +9.7% | -1.3% | +8.5% |
| 3M | +5.5% | +21.1% | -15.6% | +5.7% |
| 6M | -5.9% | +37.5% | -43.4% | -6.4% |
| YTD | -9.7% | +31.9% | -41.6% | -9.8% |
| 1Y | +3.6% | +14.6% | -11.0% | +2.8% |
| All | +3.6% | +13.9% | -10.3% | +2.8% |
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