+302.4%
MXL vs MTCH
+208.0%
+94.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.4% | +6.2% | +7.0% |
| 7D | +18.9% | +1.3% | +17.6% | +18.2% |
| 30D | +0.3% | +15.9% | -15.6% | -6.2% |
| 3M | -8.0% | +23.3% | -31.3% | -17.0% |
| 6M | +341.2% | +40.1% | +301.1% | +278.7% |
| YTD | +327.8% | +33.6% | +294.2% | +272.9% |
| 1Y | +364.9% | +14.1% | +350.8% | +333.5% |
| 3Y | +229.2% | +1.4% | +227.8% | +209.9% |
| 5Y | +42.8% | -73.1% | +115.9% | +113.3% |
| All | +302.4% | +208.0% | +94.4% | +177.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling