+442.6%
XYL vs MTCH
+291.0%
+151.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.2% |
| 7D | +0.8% | -2.4% | +3.2% | +1.3% |
| 30D | -10.8% | +12.8% | -23.6% | -13.0% |
| 3M | -2.5% | +20.0% | -22.5% | -6.2% |
| 6M | -12.2% | +34.7% | -46.9% | -17.6% |
| YTD | -20.1% | +30.6% | -50.6% | -24.7% |
| 1Y | -20.6% | +10.9% | -31.6% | -23.0% |
| 3Y | +17.3% | -2.0% | +19.4% | +13.8% |
| 5Y | -14.5% | -72.6% | +58.1% | +1.2% |
| 10Y | +150.2% | +197.9% | -47.7% | +77.0% |
| All | +442.6% | +291.0% | +151.6% | +237.3% |
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