+20.7%
XLK vs MTCH
+27.4%
-6.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | -0.5% |
| 7D | -7.6% | -4.4% | -3.2% | -7.2% |
| 30D | -12.2% | -0.3% | -11.9% | -12.4% |
| 3M | -5.5% | -2.0% | -3.4% | -5.5% |
| 6M | +9.2% | +6.4% | +2.7% | +7.0% |
| YTD | +23.0% | +27.3% | -4.3% | +15.3% |
| 1Y | +20.7% | +30.3% | -9.6% | +11.7% |
| All | +20.7% | +27.4% | -6.7% | +11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling