+142.1%
WBD vs MTCH
-0.9%
+143.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -1.9% | -0.9% |
| 7D | -0.7% | +1.3% | -2.0% | -1.1% |
| 30D | +1.4% | +15.9% | -14.5% | -2.7% |
| 3M | +4.4% | +23.3% | -18.9% | -2.2% |
| 6M | +0.8% | +40.1% | -39.3% | -9.6% |
| YTD | -2.7% | +33.6% | -36.3% | -11.9% |
| 1Y | +73.4% | +14.1% | +59.3% | +65.1% |
| 3Y | +142.1% | +1.4% | +140.7% | +122.8% |
| All | +142.1% | -0.9% | +143.0% | +122.8% |
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