-2.6%
XRT vs MTCH
-72.5%
+69.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.1% |
| 7D | -3.6% | -1.4% | -2.1% | -3.1% |
| 30D | -6.7% | +13.6% | -20.3% | -10.5% |
| 3M | -1.4% | +22.4% | -23.8% | -8.0% |
| 6M | +1.7% | +37.2% | -35.5% | -8.8% |
| YTD | -1.5% | +31.8% | -33.3% | -10.8% |
| 1Y | -2.5% | +12.9% | -15.4% | -7.3% |
| 3Y | +39.9% | -1.1% | +41.0% | +33.6% |
| 5Y | -2.6% | -73.5% | +70.9% | +30.9% |
| All | -2.6% | -72.5% | +69.9% | +30.9% |
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