-19.5%
MTCH vs ESTC
+26.3%
-45.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.7% | +2.0% | -0.5% |
| 7D | -1.8% | -4.3% | +2.5% | -0.6% |
| 30D | +10.4% | +17.7% | -7.3% | +3.5% |
| 3M | +21.0% | +42.3% | -21.3% | +6.5% |
| 6M | +36.6% | +64.6% | -27.9% | +13.4% |
| YTD | +29.7% | +17.2% | +12.5% | +19.0% |
| 1Y | +8.6% | -4.2% | +12.8% | +5.0% |
| 3Y | -2.7% | +13.5% | -16.2% | -21.3% |
| 5Y | -72.9% | -45.5% | -27.4% | -74.4% |
| All | -19.5% | +26.3% | -45.9% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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