+141.4%
XLC vs MTCH
+3.9%
+137.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.1% |
| 7D | +0.6% | -1.8% | +2.4% | +1.0% |
| 30D | +0.2% | +10.4% | -10.2% | -2.1% |
| 3M | +0.6% | +21.0% | -20.4% | -4.0% |
| 6M | -4.5% | +36.6% | -41.1% | -11.7% |
| YTD | -4.7% | +29.7% | -34.4% | -11.1% |
| 1Y | -1.7% | +8.6% | -10.3% | -4.5% |
| 3Y | +72.3% | -2.7% | +75.0% | +66.5% |
| 5Y | +37.8% | -72.9% | +110.7% | +71.5% |
| All | +141.4% | +3.9% | +137.5% | +116.7% |
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