+123.4%
FE vs MTCH
+142.9%
-19.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.1% |
| 7D | +1.2% | +6.7% | -5.4% | +0.7% |
| 30D | +4.5% | -1.8% | +6.3% | +4.6% |
| 3M | +1.3% | +12.2% | -10.9% | +0.2% |
| 6M | +8.7% | +16.6% | -8.0% | +7.0% |
| YTD | +9.2% | +31.8% | -22.6% | +6.1% |
| 1Y | +7.0% | +30.8% | -23.9% | +4.0% |
| 3Y | +51.4% | +49.6% | +1.8% | +43.7% |
| 5Y | +47.7% | -70.3% | +118.0% | +59.1% |
| All | +123.4% | +142.9% | -19.5% | +105.1% |
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 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