+174.8%
EXE vs MTCH
-73.9%
+248.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.7% |
| 7D | -2.7% | -2.4% | -0.3% | -2.4% |
| 30D | -0.4% | +12.8% | -13.2% | -1.8% |
| 3M | +9.5% | +20.0% | -10.5% | +6.9% |
| 6M | -9.3% | +34.7% | -44.1% | -13.1% |
| YTD | -10.9% | +30.6% | -41.5% | -14.4% |
| 1Y | +4.3% | +10.9% | -6.6% | +2.4% |
| 3Y | +18.8% | -2.0% | +20.9% | +16.6% |
| 5Y | +101.4% | -72.6% | +174.0% | +115.4% |
| All | +174.8% | -73.9% | +248.8% | +184.3% |
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