+414.6%
XLF vs MTCH
+1,086.2%
-671.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.3% |
| 7D | -1.5% | +1.3% | -2.7% | -1.8% |
| 30D | -1.2% | +15.9% | -17.0% | -4.6% |
| 3M | +9.2% | +23.3% | -14.1% | +3.6% |
| 6M | +16.3% | +40.1% | -23.8% | +6.8% |
| YTD | +5.4% | +33.6% | -28.2% | -2.3% |
| 1Y | +7.6% | +14.1% | -6.5% | +3.3% |
| 3Y | +74.2% | +1.4% | +72.8% | +66.4% |
| 5Y | +66.1% | -73.1% | +139.3% | +106.7% |
| 10Y | +252.8% | +204.8% | +48.0% | +100.9% |
| All | +414.6% | +1,086.2% | -671.6% | +69.9% |
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