+1,047.3%
XLE vs MTCH
+1,070.7%
-23.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.0% |
| 7D | +5.4% | +6.7% | -1.2% | +4.3% |
| 30D | -3.9% | -1.8% | -2.1% | -3.9% |
| 3M | +7.0% | +12.2% | -5.2% | +4.7% |
| 6M | +14.2% | +16.6% | -2.4% | +10.6% |
| YTD | +48.2% | +31.8% | +16.3% | +39.9% |
| 1Y | +47.7% | +30.8% | +16.8% | +39.6% |
| 3Y | +70.0% | +49.6% | +20.4% | +53.8% |
| 5Y | +169.1% | -70.3% | +239.5% | +207.1% |
| 10Y | +180.7% | +155.1% | +25.7% | +99.7% |
| All | +1,047.3% | +1,070.7% | -23.4% | +492.4% |
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