+101.9%
WMT vs MTCH
-0.9%
+102.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | 0.0% | +1.3% |
| 7D | 0.0% | +1.3% | -1.3% | -0.1% |
| 30D | -7.4% | +15.9% | -23.3% | -8.2% |
| 3M | -10.9% | +23.3% | -34.1% | -12.0% |
| 6M | -12.7% | +40.1% | -52.8% | -14.5% |
| YTD | -3.2% | +33.6% | -36.8% | -5.0% |
| 1Y | +5.3% | +14.1% | -8.8% | +4.7% |
| 3Y | +101.9% | +1.4% | +100.4% | +97.5% |
| All | +101.9% | -0.9% | +102.8% | +97.5% |
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