+198.1%
MTCH vs WTW
+198.0%
+0.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.3% |
| 7D | +1.3% | -5.7% | +7.0% | +3.7% |
| 30D | +15.9% | -7.3% | +23.1% | +19.5% |
| 3M | +23.3% | +21.5% | +1.8% | +13.1% |
| 6M | +40.1% | +9.6% | +30.5% | +33.3% |
| YTD | +33.6% | -3.3% | +36.9% | +32.8% |
| 1Y | +14.1% | -6.1% | +20.2% | +14.7% |
| 3Y | +1.4% | +61.8% | -60.4% | -24.0% |
| 5Y | -73.1% | +42.7% | -115.8% | -78.7% |
| All | +198.1% | +198.0% | +0.1% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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