+618.4%
MTCH vs EXR
+3,081.1%
-2,462.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.4% |
| 3M | +12.2% | +7.3% | +4.9% | +9.9% |
| 6M | +16.6% | +13.8% | +2.8% | +12.2% |
| YTD | +31.8% | +25.9% | +5.9% | +23.0% |
| 1Y | +30.8% | +25.8% | +5.0% | +22.0% |
| 3Y | +49.6% | +53.7% | -4.1% | +30.5% |
| 5Y | -70.3% | -1.8% | -68.6% | -71.1% |
| 10Y | +155.1% | +214.5% | -59.5% | +78.1% |
| All | +618.4% | +3,081.1% | -2,462.7% | +157.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling