+47.3%
EXPE vs MTCH
-70.4%
+117.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | -0.5% | +6.7% | -7.2% | -3.3% |
| 30D | -6.1% | -1.8% | -4.3% | -5.2% |
| 3M | -21.3% | +12.2% | -33.5% | -24.9% |
| 6M | +19.0% | +16.6% | +2.4% | +11.4% |
| YTD | -8.4% | +31.8% | -40.3% | -18.6% |
| 1Y | -2.8% | +30.8% | -33.6% | -13.3% |
| 3Y | +120.8% | +49.6% | +71.1% | +77.2% |
| All | +47.3% | -70.4% | +117.7% | +162.8% |
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 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