+135.9%
XLU vs MTCH
+208.0%
-72.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.4% |
| 7D | -1.6% | +1.3% | -2.9% | -1.7% |
| 30D | -3.3% | +15.9% | -19.2% | -4.5% |
| 3M | -3.2% | +23.3% | -26.4% | -5.0% |
| 6M | -7.0% | +40.1% | -47.1% | -9.9% |
| YTD | +0.6% | +33.6% | -33.0% | -2.3% |
| 1Y | +2.4% | +14.1% | -11.6% | +0.8% |
| 3Y | +46.3% | +1.4% | +44.8% | +43.6% |
| 5Y | +44.0% | -73.1% | +117.1% | +55.4% |
| All | +135.9% | +208.0% | -72.1% | +98.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling