+285.3%
MTCH vs GWRE
+741.3%
-456.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.2% |
| 7D | +1.3% | -13.2% | +14.5% | +6.2% |
| 30D | +15.9% | -18.6% | +34.5% | +22.5% |
| 3M | +23.3% | +18.9% | +4.4% | +12.5% |
| 6M | +40.1% | -11.0% | +51.1% | +38.9% |
| YTD | +33.6% | -29.9% | +63.5% | +43.3% |
| 1Y | +14.1% | -44.3% | +58.4% | +33.1% |
| 3Y | +1.4% | +51.7% | -50.2% | -25.5% |
| 5Y | -73.1% | +15.4% | -88.6% | -78.7% |
| 10Y | +204.8% | +129.4% | +75.3% | +97.3% |
| All | +285.3% | +741.3% | -456.0% | +104.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling