+227.7%
XLE vs MTCH
-72.5%
+300.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.8% |
| 7D | +0.3% | -2.4% | +2.7% | +0.6% |
| 30D | +8.5% | +12.8% | -4.3% | +7.2% |
| 3M | +14.6% | +20.0% | -5.3% | +12.3% |
| 6M | +17.6% | +34.7% | -17.2% | +13.4% |
| YTD | +48.1% | +30.6% | +17.5% | +43.1% |
| 1Y | +53.8% | +10.9% | +42.9% | +51.4% |
| 3Y | +56.2% | -2.0% | +58.3% | +53.3% |
| 5Y | +227.7% | -72.6% | +300.4% | +245.7% |
| All | +227.7% | -72.5% | +300.3% | +245.7% |
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 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