+123.0%
XRT vs MTCH
+208.0%
-85.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.1% |
| 7D | -3.2% | +1.3% | -4.5% | -3.5% |
| 30D | -4.5% | +15.9% | -20.4% | -7.8% |
| 3M | -3.1% | +23.3% | -26.4% | -7.9% |
| 6M | +4.2% | +40.1% | -35.9% | -4.0% |
| YTD | -0.1% | +33.6% | -33.7% | -7.2% |
| 1Y | -3.0% | +14.1% | -17.1% | -6.7% |
| 3Y | +41.8% | +1.4% | +40.4% | +36.5% |
| 5Y | -1.3% | -73.1% | +71.9% | +17.4% |
| All | +123.0% | +208.0% | -85.0% | +79.7% |
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