+508.9%
XLP vs MTCH
+1,071.4%
-562.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.8% |
| 3M | +3.8% | +21.1% | -17.3% | +1.8% |
| 6M | -1.7% | +37.5% | -39.2% | -5.0% |
| YTD | +10.3% | +31.9% | -21.7% | +6.9% |
| 1Y | +7.8% | +14.6% | -6.8% | +5.9% |
| 3Y | +27.2% | -6.2% | +33.4% | +25.6% |
| 5Y | +32.5% | -70.6% | +103.1% | +43.2% |
| 10Y | +101.8% | +185.6% | -83.8% | +62.8% |
| All | +508.9% | +1,071.4% | -562.4% | +275.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling