-2.0%
XLC vs MTCH
+14.2%
-16.2%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -1.2% |
| 3M | +0.7% | +23.3% | -22.6% | -3.8% |
| 6M | -3.2% | +40.1% | -43.3% | -10.0% |
| YTD | -3.8% | +33.6% | -37.4% | -9.6% |
| 1Y | -2.0% | +14.1% | -16.1% | -6.1% |
| All | -2.0% | +14.2% | -16.2% | -6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling