+589.4%
SE vs MTCH
+78.5%
+510.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.3% |
| 7D | -6.1% | +0.7% | -6.8% | -6.4% |
| 30D | -2.5% | +9.7% | -12.2% | -6.7% |
| 3M | +21.7% | +21.1% | +0.6% | +10.6% |
| 6M | +27.0% | +37.5% | -10.5% | +8.5% |
| YTD | -12.1% | +31.9% | -44.1% | -23.7% |
| 1Y | -40.9% | +14.6% | -55.5% | -45.5% |
| 3Y | +191.0% | -6.2% | +197.2% | +174.7% |
| 5Y | -68.3% | -70.6% | +2.3% | -49.3% |
| All | +589.4% | +78.5% | +510.8% | +552.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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