+153.3%
XOP vs MTCH
-73.3%
+226.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.2% | -0.1% |
| 7D | +2.6% | +1.3% | +1.4% | +2.4% |
| 30D | +9.6% | +15.9% | -6.3% | +6.7% |
| 3M | +20.4% | +23.3% | -2.9% | +15.6% |
| 6M | +19.9% | +40.1% | -20.2% | +11.9% |
| YTD | +56.4% | +33.6% | +22.8% | +46.8% |
| 1Y | +52.4% | +14.1% | +38.4% | +47.4% |
| 3Y | +39.9% | +1.4% | +38.5% | +35.0% |
| All | +153.3% | -73.3% | +226.5% | +200.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling