+7.2%
XLP vs MTCH
+10.1%
-2.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.6% |
| 7D | -1.4% | -1.8% | +0.4% | -1.3% |
| 30D | -1.3% | +10.4% | -11.7% | -1.7% |
| 3M | +1.8% | +21.0% | -19.2% | +1.3% |
| 6M | -0.8% | +36.6% | -37.4% | -1.3% |
| YTD | +9.5% | +29.7% | -20.2% | +8.8% |
| 1Y | +7.2% | +8.6% | -1.4% | +7.7% |
| All | +7.2% | +10.1% | -2.9% | +7.7% |
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