+86.6%
XOP vs MTCH
+601.4%
-514.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | +1.0% | -2.4% | +3.3% | +1.6% |
| 30D | +10.8% | +12.8% | -2.0% | +7.3% |
| 3M | +19.5% | +20.0% | -0.5% | +13.2% |
| 6M | +21.6% | +34.7% | -13.1% | +11.1% |
| YTD | +55.8% | +30.6% | +25.3% | +43.0% |
| 1Y | +54.6% | +10.9% | +43.7% | +47.9% |
| 3Y | +36.6% | -2.0% | +38.7% | +30.2% |
| 5Y | +160.6% | -72.6% | +233.3% | +234.5% |
| 10Y | +56.2% | +197.9% | -141.6% | -28.1% |
| All | +86.6% | +601.4% | -514.8% | -55.4% |
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 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