-40.4%
WU vs MTCH
+208.0%
-248.4%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.4% |
| 7D | -3.5% | +1.3% | -4.7% | -3.7% |
| 30D | -2.9% | +15.9% | -18.8% | -5.0% |
| 3M | -2.3% | +23.3% | -25.5% | -5.3% |
| 6M | -25.4% | +40.1% | -65.5% | -29.1% |
| YTD | -21.2% | +33.6% | -54.8% | -24.7% |
| 1Y | -8.9% | +14.1% | -22.9% | -11.1% |
| 3Y | -29.0% | +1.4% | -30.4% | -30.9% |
| 5Y | -50.7% | -73.1% | +22.4% | -45.0% |
| All | -40.4% | +208.0% | -248.4% | -55.6% |
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