-24.5%
XYL vs MTCH
+13.9%
-38.4%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.9% |
| 7D | -5.0% | +0.7% | -5.7% | -5.1% |
| 30D | -13.2% | +9.7% | -22.9% | -14.3% |
| 3M | -3.7% | +21.1% | -24.8% | -6.4% |
| 6M | -17.7% | +37.5% | -55.2% | -22.3% |
| YTD | -21.5% | +31.9% | -53.4% | -25.6% |
| 1Y | -24.5% | +14.6% | -39.0% | -28.7% |
| All | -24.5% | +13.9% | -38.4% | -28.7% |
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 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