-24.3%
WY vs MTCH
-0.9%
-23.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.0% | +0.1% |
| 7D | -4.2% | +1.3% | -5.4% | -4.4% |
| 30D | -10.1% | +15.9% | -26.0% | -12.4% |
| 3M | -8.5% | +23.3% | -31.8% | -12.0% |
| 6M | -3.3% | +40.1% | -43.5% | -9.6% |
| YTD | -4.4% | +33.6% | -38.0% | -10.0% |
| 1Y | -11.5% | +14.1% | -25.6% | -13.9% |
| 3Y | -24.3% | +1.4% | -25.7% | -27.0% |
| All | -24.3% | -0.9% | -23.4% | -27.0% |
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