+767.5%
MTCH vs EXEL
+264.7%
+502.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.4% |
| 7D | -1.8% | +1.4% | -3.2% | -2.0% |
| 30D | +10.4% | +6.7% | +3.8% | +9.5% |
| 3M | +21.0% | +11.5% | +9.5% | +19.1% |
| 6M | +36.6% | +38.8% | -2.2% | +30.3% |
| YTD | +29.7% | +31.6% | -1.9% | +24.4% |
| 1Y | +8.6% | +53.0% | -44.4% | +1.8% |
| 3Y | -2.7% | +160.8% | -163.5% | -16.6% |
| 5Y | -72.9% | +190.1% | -263.0% | -77.2% |
| 10Y | +185.0% | +367.0% | -182.0% | +114.1% |
| All | +767.5% | +264.7% | +502.8% | +340.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling