+265.5%
WPM vs MTCH
-0.9%
+266.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.7% | +2.0% |
| 7D | -0.6% | +1.3% | -1.8% | -0.7% |
| 30D | +14.4% | +15.9% | -1.5% | +13.1% |
| 3M | +37.0% | +23.3% | +13.7% | +34.2% |
| 6M | +4.1% | +40.1% | -36.0% | +1.1% |
| YTD | +31.7% | +33.6% | -1.9% | +28.2% |
| 1Y | +44.2% | +14.1% | +30.1% | +41.5% |
| 3Y | +265.5% | +1.4% | +264.1% | +279.4% |
| All | +265.5% | -0.9% | +266.4% | +279.4% |
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 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