+106.2%
XLP vs MTCH
+188.8%
-82.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.8% | -1.2% |
| 7D | -2.9% | -2.4% | -0.5% | -2.7% |
| 30D | -2.2% | +12.8% | -15.0% | -3.2% |
| 3M | -0.6% | +20.0% | -20.5% | -2.1% |
| 6M | -2.2% | +34.7% | -36.9% | -4.7% |
| YTD | +8.3% | +30.6% | -22.3% | +5.6% |
| 1Y | +5.7% | +10.9% | -5.2% | +4.5% |
| 3Y | +25.7% | -2.0% | +27.7% | +23.9% |
| 5Y | +31.3% | -72.6% | +103.9% | +41.1% |
| 10Y | +106.2% | +197.9% | -91.7% | +74.5% |
| All | +106.2% | +188.8% | -82.6% | +74.5% |
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