+47.1%
FE vs MTCH
-3.1%
+50.2%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | -0.2% | -2.4% | +2.2% | 0.0% |
| 30D | -1.2% | +12.8% | -14.0% | -1.9% |
| 3M | +1.7% | +20.0% | -18.3% | +0.5% |
| 6M | -7.5% | +34.7% | -42.2% | -9.4% |
| YTD | +6.3% | +30.6% | -24.2% | +4.3% |
| 1Y | +10.9% | +10.9% | -0.1% | +10.1% |
| All | +47.1% | -3.1% | +50.2% | +56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling