+142.8%
XYL vs MTCH
+208.0%
-65.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.1% |
| 7D | +1.2% | +1.3% | -0.1% | +0.9% |
| 30D | -11.9% | +15.9% | -27.8% | -14.5% |
| 3M | -1.5% | +23.3% | -24.8% | -5.8% |
| 6M | -11.9% | +40.1% | -52.0% | -18.0% |
| YTD | -20.6% | +33.6% | -54.2% | -25.5% |
| 1Y | -23.5% | +14.1% | -37.6% | -26.1% |
| 3Y | +14.9% | +1.4% | +13.4% | +10.7% |
| 5Y | -15.3% | -73.1% | +57.9% | 0.0% |
| All | +142.8% | +208.0% | -65.2% | +87.0% |
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