+91.1%
EXE vs MTCH
-73.3%
+164.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.3% |
| 7D | -3.1% | +1.3% | -4.4% | -3.3% |
| 30D | -0.9% | +15.9% | -16.8% | -2.7% |
| 3M | +9.6% | +23.3% | -13.7% | +6.5% |
| 6M | -11.6% | +40.1% | -51.7% | -15.7% |
| YTD | -12.6% | +33.6% | -46.1% | -16.2% |
| 1Y | +1.2% | +14.1% | -12.9% | -1.1% |
| 3Y | +18.0% | +1.4% | +16.6% | +15.4% |
| All | +91.1% | -73.3% | +164.4% | +101.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling