+198.1%
MTCH vs EXEL
+375.2%
-177.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.6% | +1.9% |
| 7D | +1.3% | -4.9% | +6.2% | +2.4% |
| 30D | +15.9% | +11.4% | +4.5% | +13.2% |
| 3M | +23.3% | +4.9% | +18.4% | +21.8% |
| 6M | +40.1% | +34.4% | +5.7% | +30.9% |
| YTD | +33.6% | +28.0% | +5.5% | +25.8% |
| 1Y | +14.1% | +43.6% | -29.6% | +4.2% |
| 3Y | +1.4% | +155.2% | -153.8% | -21.2% |
| 5Y | -73.1% | +181.2% | -254.3% | -79.8% |
| All | +198.1% | +375.2% | -177.1% | +98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling