+1,024.7%
XLE vs MTCH
+1,071.4%
-46.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.6% |
| 7D | +2.2% | +0.7% | +1.5% | +2.1% |
| 30D | +11.8% | +9.7% | +2.1% | +10.0% |
| 3M | +9.8% | +21.1% | -11.2% | +6.1% |
| 6M | +15.6% | +37.5% | -21.9% | +8.9% |
| YTD | +45.3% | +31.9% | +13.3% | +37.5% |
| 1Y | +48.3% | +14.6% | +33.8% | +43.5% |
| 3Y | +55.4% | -6.2% | +61.6% | +51.9% |
| 5Y | +216.1% | -70.6% | +286.7% | +260.6% |
| 10Y | +178.4% | +185.6% | -7.2% | +93.8% |
| All | +1,024.7% | +1,071.4% | -46.6% | +482.2% |
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