+46.2%
FE vs MTCH
-72.9%
+119.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.4% |
| 7D | -0.5% | +3.7% | -4.3% | -0.7% |
| 30D | +4.3% | -2.8% | +7.1% | +4.4% |
| 3M | +0.4% | +9.3% | -8.9% | -0.2% |
| 6M | +6.9% | +9.2% | -2.2% | +6.2% |
| YTD | +8.0% | +26.5% | -18.5% | +6.2% |
| 1Y | +4.8% | +22.6% | -17.8% | +3.2% |
| 3Y | +49.0% | +40.8% | +8.2% | +44.1% |
| 5Y | +46.2% | -72.9% | +119.1% | +56.7% |
| All | +46.2% | -72.9% | +119.1% | +56.7% |
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