+143.7%
XLC vs MTCH
+7.0%
+136.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.7% |
| 7D | +0.5% | +1.3% | -0.8% | +0.2% |
| 30D | +2.1% | +15.9% | -13.8% | -1.4% |
| 3M | +0.7% | +23.3% | -22.6% | -4.4% |
| 6M | -3.2% | +40.1% | -43.3% | -11.1% |
| YTD | -3.8% | +33.6% | -37.4% | -10.9% |
| 1Y | -2.0% | +14.1% | -16.1% | -5.9% |
| 3Y | +71.4% | +1.4% | +69.9% | +64.0% |
| 5Y | +40.7% | -73.1% | +113.8% | +75.3% |
| All | +143.7% | +7.0% | +136.7% | +117.3% |
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