+42.0%
XLP vs MTCH
-74.5%
+116.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | +0.7% | -5.7% | +6.5% | +1.2% |
| 30D | +10.3% | -4.5% | +14.7% | +10.6% |
| 3M | +6.5% | +7.1% | -0.6% | +5.9% |
| 6M | +8.4% | +3.8% | +4.6% | +7.9% |
| YTD | +18.2% | +23.6% | -5.4% | +16.0% |
| 1Y | +22.4% | +22.2% | +0.2% | +20.2% |
| 3Y | +41.9% | +43.6% | -1.7% | +36.0% |
| All | +42.0% | -74.5% | +116.5% | +53.3% |
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