+6.4%
FE vs MTCH
+14.0%
-7.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.2% | -4.1% | -0.1% |
| 7D | -0.4% | +3.5% | -3.9% | -0.6% |
| 30D | +3.6% | +0.3% | +3.3% | +3.4% |
| 3M | +0.3% | +13.7% | -13.4% | -0.7% |
| 6M | +6.4% | +17.6% | -11.2% | +5.4% |
| All | +6.4% | +14.0% | -7.6% | +5.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling