+3,409.0%
WMT vs MTCH
+14,593.1%
-11,184.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.2% |
| 7D | -2.5% | -1.4% | -1.0% | -2.3% |
| 30D | -6.4% | +13.6% | -20.1% | -7.6% |
| 3M | -12.1% | +22.4% | -34.5% | -14.0% |
| 6M | -15.0% | +37.2% | -52.1% | -17.8% |
| YTD | -4.5% | +31.8% | -36.3% | -7.5% |
| 1Y | +6.2% | +12.9% | -6.7% | +4.3% |
| 3Y | +99.9% | -1.1% | +101.0% | +96.2% |
| 5Y | +131.4% | -73.5% | +205.0% | +152.6% |
| 10Y | +433.2% | +200.7% | +232.5% | +326.0% |
| All | +3,409.0% | +14,593.1% | -11,184.1% | +2,036.4% |
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