+192.9%
XOM vs MTCH
+208.0%
-15.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.3% |
| 7D | +4.1% | +1.3% | +2.8% | +4.0% |
| 30D | +4.6% | +15.9% | -11.3% | +3.1% |
| 3M | +14.0% | +23.3% | -9.3% | +11.4% |
| 6M | +11.0% | +40.1% | -29.2% | +6.9% |
| YTD | +40.7% | +33.6% | +7.1% | +35.9% |
| 1Y | +52.3% | +14.1% | +38.2% | +49.5% |
| 3Y | +60.5% | +1.4% | +59.0% | +57.0% |
| 5Y | +266.4% | -73.1% | +339.6% | +305.1% |
| All | +192.9% | +208.0% | -15.1% | +153.7% |
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