+310.4%
WM vs MTCH
+188.8%
+121.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | -1.2% | -2.4% | +1.2% | -1.0% |
| 30D | -4.5% | +12.8% | -17.3% | -5.3% |
| 3M | -2.2% | +20.0% | -22.2% | -3.5% |
| 6M | -11.5% | +34.7% | -46.2% | -13.5% |
| YTD | -0.7% | +30.6% | -31.2% | -2.8% |
| 1Y | +0.3% | +10.9% | -10.6% | -0.7% |
| 3Y | +44.2% | -2.0% | +46.2% | +42.4% |
| 5Y | +51.6% | -72.6% | +124.2% | +63.5% |
| 10Y | +310.4% | +197.9% | +112.5% | +242.2% |
| All | +310.4% | +188.8% | +121.6% | +242.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling