+169.4%
XLV vs MTCH
+208.0%
-38.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.5% | -0.3% |
| 7D | -3.6% | +1.3% | -4.8% | -3.7% |
| 30D | -1.8% | +15.9% | -17.7% | -3.6% |
| 3M | +7.8% | +23.3% | -15.5% | +4.9% |
| 6M | +9.1% | +40.1% | -31.0% | +4.5% |
| YTD | +7.7% | +33.6% | -25.9% | +3.6% |
| 1Y | +20.4% | +14.1% | +6.3% | +17.9% |
| 3Y | +30.8% | +1.4% | +29.3% | +27.6% |
| 5Y | +34.6% | -73.1% | +107.8% | +51.1% |
| All | +169.4% | +208.0% | -38.6% | +115.4% |
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