+108.1%
XLRE vs MTCH
+127.0%
-18.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.7% |
| 7D | -1.2% | +1.3% | -2.4% | -1.3% |
| 30D | -2.4% | +15.9% | -18.3% | -4.5% |
| 3M | -2.5% | +23.3% | -25.8% | -5.6% |
| 6M | +4.0% | +40.1% | -36.2% | -1.4% |
| YTD | +9.3% | +33.6% | -24.3% | +4.2% |
| 1Y | +5.6% | +14.1% | -8.5% | +2.9% |
| 3Y | +31.3% | +1.4% | +29.9% | +27.6% |
| 5Y | +9.5% | -73.1% | +82.7% | +22.6% |
| 10Y | +89.0% | +204.8% | -115.8% | +60.3% |
| All | +108.1% | +127.0% | -18.8% | +69.3% |
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 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