+39.3%
XLC vs MTCH
-72.5%
+111.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.4% |
| 7D | -1.7% | -1.4% | -0.2% | -1.3% |
| 30D | +0.2% | +13.6% | -13.4% | -3.2% |
| 3M | +0.7% | +22.4% | -21.7% | -4.8% |
| 6M | -4.5% | +37.2% | -41.6% | -12.6% |
| YTD | -4.7% | +31.8% | -36.5% | -12.2% |
| 1Y | -1.5% | +12.9% | -14.4% | -5.6% |
| 3Y | +72.2% | -1.1% | +73.4% | +66.0% |
| 5Y | +39.3% | -73.5% | +112.8% | +88.6% |
| All | +39.3% | -72.5% | +111.8% | +88.6% |
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