+4.4%
FE vs MTCH
+29.4%
-25.0%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.1% |
| 7D | -0.3% | +6.7% | -7.0% | -0.3% |
| 30D | +3.9% | -1.4% | +5.2% | +3.8% |
| 3M | -0.1% | +14.8% | -14.9% | +0.3% |
| 6M | +6.1% | +19.4% | -13.3% | +7.0% |
| YTD | +8.1% | +32.3% | -24.3% | +9.4% |
| 1Y | +4.4% | +29.5% | -25.1% | +5.5% |
| All | +4.4% | +29.4% | -25.0% | +5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling