+1,106.7%
XLY vs MTCH
+1,086.2%
+20.5%
-59.0%
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% | +0.6% |
| 7D | -1.7% | +1.3% | -3.0% | -2.0% |
| 30D | -4.2% | +15.9% | -20.1% | -7.7% |
| 3M | -2.7% | +23.3% | -26.0% | -7.9% |
| 6M | -0.6% | +40.1% | -40.8% | -9.0% |
| YTD | -5.0% | +33.6% | -38.6% | -12.3% |
| 1Y | -4.1% | +14.1% | -18.2% | -8.1% |
| 3Y | +33.6% | +1.4% | +32.2% | +27.9% |
| 5Y | +28.7% | -73.1% | +101.9% | +63.1% |
| 10Y | +219.6% | +204.8% | +14.8% | +99.2% |
| All | +1,106.7% | +1,086.2% | +20.5% | +369.0% |
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