+202.5%
MTCH vs GWRE
+150.8%
+51.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.6% | -6.8% | -1.8% |
| 7D | +3.1% | -5.8% | +8.9% | +5.3% |
| 30D | +13.7% | -12.9% | +26.6% | +18.0% |
| 3M | +24.3% | +24.8% | -0.5% | +8.4% |
| 6M | +41.8% | -4.7% | +46.5% | +35.7% |
| YTD | +36.0% | -23.9% | +59.9% | +43.1% |
| 1Y | +17.0% | -39.5% | +56.5% | +37.0% |
| 3Y | +2.0% | +68.1% | -66.0% | -38.4% |
| 5Y | -71.4% | +27.5% | -99.0% | -80.6% |
| 10Y | +202.5% | +151.1% | +51.4% | +38.5% |
| All | +202.5% | +150.8% | +51.7% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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