+70.3%
XLI vs MTCH
-0.9%
+71.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.9% |
| 7D | -1.7% | +1.3% | -2.9% | -1.8% |
| 30D | -7.3% | +15.9% | -23.2% | -9.4% |
| 3M | -1.3% | +23.3% | -24.6% | -4.8% |
| 6M | +2.2% | +40.1% | -37.9% | -3.6% |
| YTD | +11.7% | +33.6% | -21.9% | +5.9% |
| 1Y | +14.3% | +14.1% | +0.2% | +11.1% |
| 3Y | +70.3% | +1.4% | +68.9% | +67.2% |
| All | +70.3% | -0.9% | +71.2% | +67.2% |
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