-12.2%
WYNN vs MTCH
-73.3%
+61.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.3% |
| 7D | -4.2% | +1.3% | -5.5% | -4.6% |
| 30D | -14.6% | +15.9% | -30.5% | -19.1% |
| 3M | -18.4% | +23.3% | -41.7% | -24.9% |
| 6M | -11.9% | +40.1% | -52.1% | -22.9% |
| YTD | -26.6% | +33.6% | -60.2% | -34.7% |
| 1Y | -28.5% | +14.1% | -42.6% | -32.8% |
| 3Y | -5.1% | +1.4% | -6.5% | -10.7% |
| All | -12.2% | -73.3% | +61.1% | +40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling