+83.4%
WAT vs MTCH
+47.1%
+36.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.3% |
| 7D | +0.6% | +6.7% | -6.1% | -0.8% |
| 30D | +5.4% | -1.8% | +7.2% | +5.5% |
| 3M | +11.3% | +12.2% | -0.9% | +8.0% |
| 6M | +37.4% | +16.6% | +20.8% | +31.5% |
| YTD | +21.2% | +31.8% | -10.7% | +11.8% |
| 1Y | +21.3% | +30.8% | -9.5% | +12.1% |
| 3Y | +83.4% | +49.6% | +33.7% | +54.9% |
| All | +83.4% | +47.1% | +36.3% | +54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling