+22.6%
BAC vs MTCH
-70.4%
+93.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +3.2% | +6.7% | -3.4% | +1.8% |
| 30D | -0.7% | -1.8% | +1.1% | -0.6% |
| 3M | -20.0% | +12.2% | -32.2% | -22.2% |
| 6M | +3.4% | +16.6% | -13.2% | -0.7% |
| YTD | -5.7% | +31.8% | -37.6% | -12.2% |
| 1Y | -1.4% | +30.8% | -32.3% | -8.1% |
| 3Y | +97.9% | +49.6% | +48.3% | +75.0% |
| All | +22.6% | -70.4% | +93.0% | +49.0% |
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