+139.5%
XLP vs MTCH
+142.9%
-3.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.4% |
| 7D | +2.5% | +6.7% | -4.1% | +2.0% |
| 30D | +7.3% | -1.8% | +9.1% | +7.4% |
| 3M | +8.1% | +12.2% | -4.1% | +7.0% |
| 6M | +10.5% | +16.6% | -6.1% | +8.9% |
| YTD | +21.2% | +31.8% | -10.7% | +18.0% |
| 1Y | +22.7% | +30.8% | -8.1% | +19.6% |
| 3Y | +44.8% | +49.6% | -4.8% | +37.9% |
| 5Y | +44.7% | -70.3% | +115.1% | +54.6% |
| All | +139.5% | +142.9% | -3.4% | +113.6% |
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 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