+606.9%
GEV vs MTCH
+21.3%
+585.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.8% | -3.0% |
| 7D | -1.9% | -1.4% | -0.5% | -1.7% |
| 30D | -8.7% | +13.6% | -22.3% | -10.9% |
| 3M | +6.6% | +22.4% | -15.8% | +1.9% |
| 6M | +10.2% | +37.2% | -27.0% | +2.3% |
| YTD | +41.6% | +31.8% | +9.8% | +32.4% |
| 1Y | +43.9% | +12.9% | +31.0% | +39.8% |
| All | +606.9% | +21.3% | +585.6% | +568.9% |
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