+10.1%
FE vs MTCH
+14.2%
-4.1%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.6% | -0.2% |
| 7D | -1.4% | +1.3% | -2.6% | -1.3% |
| 30D | -1.9% | +15.9% | -17.8% | -1.5% |
| 3M | -0.2% | +23.3% | -23.5% | +0.8% |
| 6M | -7.1% | +40.1% | -47.2% | -5.9% |
| YTD | +6.1% | +33.6% | -27.5% | +7.4% |
| 1Y | +10.1% | +14.1% | -4.0% | +11.8% |
| All | +10.1% | +14.2% | -4.1% | +11.8% |
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 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