+159.8%
XLB vs MTCH
+208.0%
-48.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.1% |
| 7D | -2.8% | +1.3% | -4.1% | -3.1% |
| 30D | -3.1% | +15.9% | -19.0% | -5.5% |
| 3M | -0.2% | +23.3% | -23.4% | -3.9% |
| 6M | +3.1% | +40.1% | -37.1% | -3.2% |
| YTD | +13.3% | +33.6% | -20.3% | +7.1% |
| 1Y | +12.0% | +14.1% | -2.0% | +8.7% |
| 3Y | +31.4% | +1.4% | +30.0% | +27.2% |
| 5Y | +33.9% | -73.1% | +107.1% | +53.6% |
| All | +159.8% | +208.0% | -48.2% | +105.4% |
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