+161.8%
MTCH vs EXR
+216.3%
-54.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | +6.7% | -0.4% | +7.1% | +6.8% |
| 30D | -1.8% | +18.2% | -20.0% | -7.2% |
| 3M | +12.2% | +7.3% | +4.9% | +9.5% |
| 6M | +16.6% | +13.8% | +2.8% | +11.4% |
| YTD | +31.8% | +25.9% | +5.9% | +21.3% |
| 1Y | +30.8% | +25.8% | +5.0% | +20.3% |
| 3Y | +49.6% | +53.7% | -4.1% | +26.7% |
| 5Y | -70.3% | -1.8% | -68.6% | -71.6% |
| All | +161.8% | +216.3% | -54.5% | +94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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