+802.1%
XLB vs MTCH
+1,059.3%
-257.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.7% | -1.2% |
| 7D | -2.9% | -2.4% | -0.6% | -2.5% |
| 30D | -3.4% | +12.8% | -16.2% | -5.7% |
| 3M | +1.6% | +20.0% | -18.4% | -2.3% |
| 6M | +3.6% | +34.7% | -31.1% | -2.9% |
| YTD | +14.2% | +30.6% | -16.3% | +7.5% |
| 1Y | +15.6% | +10.9% | +4.6% | +12.1% |
| 3Y | +33.1% | -2.0% | +35.1% | +29.0% |
| 5Y | +35.0% | -72.6% | +107.7% | +61.1% |
| 10Y | +164.5% | +197.9% | -33.3% | +73.6% |
| All | +802.1% | +1,059.3% | -257.2% | +320.1% |
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