+160.0%
EXPE vs MTCH
+208.0%
-48.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | +0.1% | +1.0% |
| 7D | -5.8% | +1.3% | -7.0% | -6.1% |
| 30D | -13.6% | +15.9% | -29.5% | -17.5% |
| 3M | +25.2% | +23.3% | +1.9% | +17.1% |
| 6M | +22.3% | +40.1% | -17.8% | +9.7% |
| YTD | -0.3% | +33.6% | -33.9% | -9.0% |
| 1Y | +27.8% | +14.1% | +13.7% | +22.2% |
| 3Y | +162.4% | +1.4% | +161.0% | +151.4% |
| 5Y | +95.8% | -73.1% | +169.0% | +155.0% |
| All | +160.0% | +208.0% | -48.0% | +112.8% |
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 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