+167.9%
XHB vs MTCH
+549.8%
-382.0%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.7% |
| 7D | -1.9% | -2.4% | +0.5% | -1.2% |
| 30D | -8.3% | +12.8% | -21.1% | -11.8% |
| 3M | -7.1% | +20.0% | -27.1% | -12.7% |
| 6M | -5.3% | +34.7% | -40.0% | -14.2% |
| YTD | -3.2% | +30.6% | -33.8% | -11.9% |
| 1Y | -13.9% | +10.9% | -24.8% | -17.7% |
| 3Y | +24.9% | -2.0% | +27.0% | +19.5% |
| 5Y | +34.5% | -72.6% | +107.2% | +80.5% |
| 10Y | +215.5% | +197.9% | +17.6% | +43.0% |
| All | +167.9% | +549.8% | -382.0% | -47.2% |
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