-72.7%
MTCH vs EFV
+95.9%
-168.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.2% |
| 7D | +1.3% | -0.8% | +2.1% | +2.1% |
| 30D | +15.9% | +0.6% | +15.2% | +15.1% |
| 3M | +23.3% | +7.5% | +15.7% | +13.9% |
| 6M | +40.1% | +13.0% | +27.1% | +22.2% |
| YTD | +33.6% | +18.3% | +15.3% | +10.1% |
| 1Y | +14.1% | +26.7% | -12.7% | -13.2% |
| 3Y | +1.4% | +89.6% | -88.1% | -53.5% |
| All | -72.7% | +95.9% | -168.6% | -88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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