-31.5%
XYL vs MTCH
+27.4%
-59.0%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.4% | +0.5% | +4.1% |
| 7D | +14.5% | -4.4% | +18.9% | +15.3% |
| 30D | -1.3% | -0.3% | -1.0% | -0.8% |
| 3M | -17.0% | -2.0% | -15.0% | -16.4% |
| 6M | -11.3% | +6.4% | -17.8% | -12.0% |
| YTD | -25.0% | +27.3% | -52.3% | -29.0% |
| 1Y | -31.5% | +30.3% | -61.9% | -36.2% |
| All | -31.5% | +27.4% | -59.0% | -36.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling