+121.3%
WMB vs MTCH
+47.1%
+74.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | +7.8% | +6.7% | +1.2% | +7.7% |
| 30D | -5.1% | -1.8% | -3.3% | -5.1% |
| 3M | -4.7% | +12.2% | -16.9% | -5.3% |
| 6M | -7.4% | +16.6% | -24.0% | -8.3% |
| YTD | +17.5% | +31.8% | -14.4% | +15.3% |
| 1Y | +19.5% | +30.8% | -11.4% | +17.3% |
| 3Y | +121.3% | +49.6% | +71.6% | +105.0% |
| All | +121.3% | +47.1% | +74.2% | +105.0% |
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