+47.7%
XLE vs MTCH
+29.6%
+18.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.0% |
| 7D | +5.4% | +6.7% | -1.2% | +5.9% |
| 30D | -3.9% | -1.8% | -2.1% | -3.9% |
| 3M | +7.0% | +12.2% | -5.2% | +8.5% |
| 6M | +14.2% | +16.6% | -2.4% | +16.8% |
| YTD | +48.2% | +31.8% | +16.3% | +52.0% |
| 1Y | +47.7% | +30.8% | +16.8% | +51.7% |
| All | +47.7% | +29.6% | +18.1% | +51.7% |
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 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