+34.1%
XLP vs MTCH
-72.9%
+107.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.7% |
| 7D | -1.0% | +0.7% | -1.7% | -1.1% |
| 30D | -0.9% | +9.7% | -10.6% | -1.6% |
| 3M | +3.8% | +21.1% | -17.3% | +2.3% |
| 6M | -1.7% | +37.5% | -39.2% | -4.1% |
| YTD | +10.3% | +31.9% | -21.7% | +7.8% |
| 1Y | +7.8% | +14.6% | -6.8% | +6.4% |
| 3Y | +27.2% | -6.2% | +33.4% | +26.0% |
| All | +34.1% | -72.9% | +107.0% | +38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling