+33.4%
XLB vs MTCH
-72.5%
+106.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.2% | -1.4% |
| 7D | -3.5% | -1.4% | -2.1% | -3.3% |
| 30D | -4.7% | +13.6% | -18.3% | -7.0% |
| 3M | +2.7% | +22.4% | -19.7% | -1.5% |
| 6M | +2.6% | +37.2% | -34.6% | -4.0% |
| YTD | +12.8% | +31.8% | -18.9% | +6.1% |
| 1Y | +14.0% | +12.9% | +1.1% | +10.3% |
| 3Y | +31.5% | -1.1% | +32.6% | +27.3% |
| 5Y | +33.4% | -73.5% | +106.9% | +50.8% |
| All | +33.4% | -72.5% | +106.0% | +50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling