+618.7%
MTCH vs EXR
+2,662.2%
-2,043.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.0% |
| 7D | +0.7% | -2.6% | +3.2% | +1.4% |
| 30D | +9.7% | -7.2% | +16.9% | +12.1% |
| 3M | +21.1% | -3.5% | +24.6% | +22.2% |
| 6M | +37.5% | -5.3% | +42.8% | +39.3% |
| YTD | +31.9% | +9.4% | +22.6% | +28.1% |
| 1Y | +14.6% | +1.3% | +13.2% | +13.5% |
| 3Y | -6.2% | +22.4% | -28.6% | -12.8% |
| 5Y | -70.6% | -12.2% | -58.3% | -70.4% |
| 10Y | +185.6% | +148.6% | +37.0% | +112.5% |
| All | +618.7% | +2,662.2% | -2,043.5% | +168.5% |
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