+1,084.6%
XLI vs MTCH
+1,070.2%
+14.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.7% | -0.9% |
| 7D | -2.3% | -1.4% | -0.9% | -2.0% |
| 30D | -8.2% | +13.6% | -21.8% | -10.6% |
| 3M | +0.8% | +22.4% | -21.6% | -3.8% |
| 6M | +0.8% | +37.2% | -36.3% | -6.2% |
| YTD | +10.5% | +31.8% | -21.3% | +3.4% |
| 1Y | +14.1% | +12.9% | +1.2% | +10.1% |
| 3Y | +68.6% | -1.1% | +69.7% | +62.6% |
| 5Y | +80.4% | -73.5% | +153.9% | +118.9% |
| 10Y | +254.6% | +200.7% | +54.0% | +121.8% |
| All | +1,084.6% | +1,070.2% | +14.4% | +379.8% |
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 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