+74.2%
XLF vs MTCH
-0.9%
+75.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.4% |
| 7D | -1.5% | +1.3% | -2.7% | -1.7% |
| 30D | -1.2% | +15.9% | -17.0% | -3.6% |
| 3M | +9.2% | +23.3% | -14.1% | +5.1% |
| 6M | +16.3% | +40.1% | -23.8% | +9.2% |
| YTD | +5.4% | +33.6% | -28.2% | -0.3% |
| 1Y | +7.6% | +14.1% | -6.5% | +4.2% |
| 3Y | +74.2% | +1.4% | +72.8% | +65.8% |
| All | +74.2% | -0.9% | +75.1% | +65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling