+39.2%
XLK vs MTCH
+14.2%
+25.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | 0.0% | +1.1% |
| 7D | +0.2% | +1.3% | -1.1% | 0.0% |
| 30D | -0.6% | +15.9% | -16.5% | -3.3% |
| 3M | +2.6% | +23.3% | -20.7% | -2.2% |
| 6M | +34.0% | +40.1% | -6.2% | +23.5% |
| YTD | +30.7% | +33.6% | -2.9% | +22.3% |
| 1Y | +39.2% | +14.1% | +25.1% | +30.6% |
| All | +39.2% | +14.2% | +25.0% | +30.6% |
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