+10,726.6%
WAT vs MTCH
+2,124.6%
+8,602.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.8% |
| 7D | -1.3% | +0.7% | -2.0% | -1.4% |
| 30D | +2.3% | +9.7% | -7.4% | +0.4% |
| 3M | +8.7% | +21.1% | -12.3% | +4.4% |
| 6M | +28.3% | +37.5% | -9.2% | +20.0% |
| YTD | +7.8% | +31.9% | -24.1% | +1.3% |
| 1Y | +36.6% | +14.6% | +22.1% | +31.7% |
| 3Y | +45.7% | -6.2% | +51.8% | +42.8% |
| 5Y | -3.3% | -70.6% | +67.3% | +13.3% |
| 10Y | +162.1% | +185.6% | -23.5% | +81.3% |
| All | +10,726.6% | +2,124.6% | +8,602.0% | +4,944.5% |
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