+201.1%
WELL vs MTCH
-73.3%
+274.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.2% |
| 7D | -0.2% | +1.3% | -1.5% | -0.4% |
| 30D | +2.3% | +15.9% | -13.6% | +0.8% |
| 3M | +12.3% | +23.3% | -11.0% | +9.7% |
| 6M | +15.6% | +40.1% | -24.6% | +11.3% |
| YTD | +28.3% | +33.6% | -5.3% | +24.0% |
| 1Y | +41.9% | +14.1% | +27.8% | +39.4% |
| 3Y | +198.3% | +1.4% | +196.9% | +193.3% |
| All | +201.1% | -73.3% | +274.3% | +230.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling