+69.9%
EXPD vs MTCH
+45.9%
+24.0%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.5% |
| 7D | -7.4% | +3.7% | -11.1% | -8.0% |
| 30D | -2.1% | -2.8% | +0.7% | -1.8% |
| 3M | +5.7% | +9.3% | -3.6% | +3.6% |
| 6M | +21.4% | +9.2% | +12.2% | +18.6% |
| YTD | +27.6% | +26.5% | +1.1% | +20.6% |
| 1Y | +36.1% | +22.6% | +13.5% | +29.4% |
| 3Y | +69.9% | +40.8% | +29.1% | +51.1% |
| All | +69.9% | +45.9% | +24.0% | +51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling