+3,083.0%
WM vs MTCH
+13,681.2%
-10,598.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.7% | -2.0% |
| 7D | +1.2% | -5.7% | +7.0% | +1.7% |
| 30D | +13.1% | -4.5% | +17.6% | +13.5% |
| 3M | +3.6% | +7.1% | -3.5% | +2.9% |
| 6M | +8.1% | +3.8% | +4.3% | +7.5% |
| YTD | +8.9% | +23.6% | -14.7% | +6.4% |
| 1Y | +20.3% | +22.2% | -1.9% | +17.7% |
| 3Y | +46.2% | +43.6% | +2.6% | +39.1% |
| 5Y | +59.9% | -74.6% | +134.5% | +73.8% |
| 10Y | +345.6% | +176.9% | +168.7% | +269.4% |
| All | +3,083.0% | +13,681.2% | -10,598.2% | +2,107.4% |
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