+12,071.9%
WAT vs MTCH
+2,123.4%
+9,948.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.4% |
| 7D | +0.6% | +6.7% | -6.1% | -0.7% |
| 30D | +5.4% | -1.8% | +7.2% | +5.5% |
| 3M | +11.3% | +12.2% | -0.9% | +8.4% |
| 6M | +37.4% | +16.6% | +20.8% | +32.4% |
| YTD | +21.2% | +31.8% | -10.7% | +13.6% |
| 1Y | +21.3% | +30.8% | -9.5% | +13.9% |
| 3Y | +83.4% | +49.6% | +33.7% | +64.6% |
| 5Y | +29.0% | -70.3% | +99.3% | +51.1% |
| 10Y | +223.9% | +155.1% | +68.9% | +129.1% |
| All | +12,071.9% | +2,123.4% | +9,948.5% | +5,554.2% |
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