+297.0%
MXL vs MTCH
+27.4%
+269.6%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +4.4% | -15.6% | -12.4% |
| 7D | -24.3% | -4.4% | -19.9% | -23.4% |
| 30D | -46.1% | -0.3% | -45.8% | -46.8% |
| 3M | -21.8% | -2.0% | -19.8% | -22.4% |
| 6M | -27.2% | +6.4% | -33.7% | -32.4% |
| YTD | +226.2% | +27.3% | +198.8% | +173.0% |
| 1Y | +297.0% | +30.3% | +266.7% | +219.7% |
| All | +297.0% | +27.4% | +269.6% | +219.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling