+538.9%
XRT vs MTCH
+608.3%
-69.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +1.7% | +6.7% | -4.9% | -0.1% |
| 30D | +7.5% | -1.8% | +9.3% | +7.9% |
| 3M | +2.2% | +12.2% | -10.0% | -1.4% |
| 6M | +14.7% | +16.6% | -2.0% | +9.1% |
| YTD | +7.5% | +31.8% | -24.3% | -1.6% |
| 1Y | +14.1% | +30.8% | -16.7% | +4.7% |
| 3Y | +58.8% | +49.6% | +9.1% | +37.1% |
| 5Y | -3.9% | -70.3% | +66.4% | +21.9% |
| 10Y | +137.7% | +155.1% | -17.4% | +32.6% |
| All | +538.9% | +608.3% | -69.4% | +78.3% |
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