+198.5%
WELL vs MTCH
-2.2%
+200.7%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.1% |
| 7D | -2.2% | -1.4% | -0.8% | -2.2% |
| 30D | +4.7% | +13.6% | -9.0% | +4.3% |
| 3M | +11.9% | +22.4% | -10.5% | +11.1% |
| 6M | +14.3% | +37.2% | -22.9% | +13.0% |
| YTD | +28.4% | +31.8% | -3.4% | +27.0% |
| 1Y | +42.3% | +12.9% | +29.4% | +41.5% |
| All | +198.5% | -2.2% | +200.7% | +201.1% |
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