+239.4%
XME vs MTCH
+601.4%
-362.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | -0.2% | -2.4% | +2.2% | +0.5% |
| 30D | +1.4% | +12.8% | -11.4% | -2.2% |
| 3M | +2.7% | +20.0% | -17.2% | -3.3% |
| 6M | +6.5% | +34.7% | -28.2% | -3.4% |
| YTD | +15.2% | +30.6% | -15.4% | +4.9% |
| 1Y | +43.5% | +10.9% | +32.6% | +36.9% |
| 3Y | +135.9% | -2.0% | +137.9% | +125.0% |
| 5Y | +181.5% | -72.6% | +254.1% | +270.7% |
| 10Y | +436.9% | +197.9% | +239.0% | +132.2% |
| All | +239.4% | +601.4% | -362.0% | -32.3% |
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