+73.1%
BAC vs MTCH
-72.5%
+145.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.2% | +0.3% |
| 7D | +0.6% | -2.4% | +3.0% | +1.1% |
| 30D | -1.4% | +12.8% | -14.2% | -3.9% |
| 3M | +15.7% | +20.0% | -4.2% | +11.0% |
| 6M | +32.2% | +34.7% | -2.5% | +23.4% |
| YTD | +15.8% | +30.6% | -14.8% | +8.6% |
| 1Y | +27.3% | +10.9% | +16.3% | +23.4% |
| 3Y | +137.5% | -2.0% | +139.5% | +129.6% |
| 5Y | +73.1% | -72.6% | +145.7% | +95.0% |
| All | +73.1% | -72.5% | +145.6% | +95.0% |
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 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