+428.1%
WMT vs MTCH
+208.0%
+220.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | 0.0% | +1.2% |
| 7D | 0.0% | +1.3% | -1.3% | -0.1% |
| 30D | -7.4% | +15.9% | -23.3% | -8.4% |
| 3M | -10.9% | +23.3% | -34.1% | -12.2% |
| 6M | -12.7% | +40.1% | -52.8% | -14.9% |
| YTD | -3.2% | +33.6% | -36.8% | -5.5% |
| 1Y | +5.3% | +14.1% | -8.8% | +4.0% |
| 3Y | +101.9% | +1.4% | +100.4% | +98.8% |
| 5Y | +134.6% | -73.1% | +207.7% | +147.9% |
| All | +428.1% | +208.0% | +220.0% | +369.9% |
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 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