+64.3%
XLF vs MTCH
-73.3%
+137.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.9% |
| 3M | +9.2% | +23.3% | -14.1% | +4.7% |
| 6M | +16.3% | +40.1% | -23.8% | +8.7% |
| YTD | +5.4% | +33.6% | -28.2% | -0.7% |
| 1Y | +7.6% | +14.1% | -6.5% | +4.1% |
| 3Y | +74.2% | +1.4% | +72.8% | +68.2% |
| All | +64.3% | -73.3% | +137.5% | +88.1% |
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