-1.5%
BAC vs MTCH
+27.4%
-28.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.4% | -0.5% | +3.3% |
| 7D | +1.5% | -4.4% | +5.9% | +2.0% |
| 30D | -4.4% | -0.3% | -4.1% | -4.7% |
| 3M | -17.5% | -2.0% | -15.5% | -17.5% |
| 6M | -0.1% | +6.4% | -6.5% | -1.3% |
| YTD | -4.6% | +27.3% | -32.0% | -10.2% |
| 1Y | -1.5% | +30.3% | -31.8% | -7.4% |
| All | -1.5% | +27.4% | -28.9% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling