+253.9%
XLI vs MTCH
+208.0%
+45.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.8% |
| 7D | -1.7% | +1.3% | -2.9% | -1.9% |
| 30D | -7.3% | +15.9% | -23.2% | -9.5% |
| 3M | -1.3% | +23.3% | -24.6% | -5.0% |
| 6M | +2.2% | +40.1% | -37.9% | -3.8% |
| YTD | +11.7% | +33.6% | -21.9% | +5.8% |
| 1Y | +14.3% | +14.1% | +0.2% | +10.9% |
| 3Y | +70.3% | +1.4% | +68.9% | +64.9% |
| 5Y | +82.3% | -73.1% | +155.5% | +110.4% |
| All | +253.9% | +208.0% | +45.9% | +174.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling