+321.1%
EXPD vs MTCH
+188.8%
+132.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | +1.2% | -2.4% | +3.5% | +1.5% |
| 30D | +5.2% | +12.8% | -7.6% | +3.2% |
| 3M | +13.2% | +20.0% | -6.8% | +9.8% |
| 6M | +30.3% | +34.7% | -4.4% | +24.0% |
| YTD | +27.0% | +30.6% | -3.5% | +21.3% |
| 1Y | +57.3% | +10.9% | +46.4% | +53.8% |
| 3Y | +70.0% | -2.0% | +72.0% | +66.0% |
| 5Y | +61.6% | -72.6% | +134.2% | +81.9% |
| 10Y | +321.1% | +197.9% | +123.2% | +258.7% |
| All | +321.1% | +188.8% | +132.3% | +258.7% |
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