+270.8%
MXL vs MTCH
+576.2%
-305.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -4.0% | -3.4% |
| 7D | +16.6% | -1.4% | +18.1% | +17.2% |
| 30D | +0.5% | +13.6% | -13.2% | -5.3% |
| 3M | -3.6% | +22.4% | -26.0% | -12.6% |
| 6M | +328.0% | +37.2% | +290.8% | +271.5% |
| YTD | +297.8% | +31.8% | +266.0% | +249.5% |
| 1Y | +339.4% | +12.9% | +326.5% | +312.1% |
| 3Y | +201.7% | -1.1% | +202.9% | +187.6% |
| 5Y | +32.8% | -73.5% | +106.3% | +101.3% |
| 10Y | +274.8% | +200.7% | +74.1% | +111.9% |
| All | +270.8% | +576.2% | -305.4% | +6.2% |
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