+576.2%
FE vs MTCH
+1,641.6%
-1,065.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.8% | -0.5% |
| 7D | +1.9% | +0.7% | +1.3% | +1.9% |
| 30D | -1.2% | +9.7% | -10.9% | -2.0% |
| 3M | +3.5% | +21.1% | -17.6% | +1.6% |
| 6M | -6.1% | +37.5% | -43.6% | -9.0% |
| YTD | +7.6% | +31.9% | -24.3% | +4.5% |
| 1Y | +11.9% | +14.6% | -2.6% | +10.0% |
| 3Y | +48.4% | -6.2% | +54.6% | +46.6% |
| 5Y | +44.8% | -70.6% | +115.4% | +55.6% |
| 10Y | +115.9% | +185.6% | -69.7% | +77.9% |
| All | +576.2% | +1,641.6% | -1,065.4% | +383.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling