+1,058.7%
BAC vs MTCH
+14,793.4%
-13,734.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | 0.0% |
| 7D | 0.0% | +1.3% | -1.3% | -0.2% |
| 30D | -2.8% | +15.9% | -18.7% | -5.3% |
| 3M | +14.2% | +23.3% | -9.0% | +9.7% |
| 6M | +30.5% | +40.1% | -9.6% | +22.4% |
| YTD | +15.8% | +33.6% | -17.8% | +9.3% |
| 1Y | +26.2% | +14.1% | +12.1% | +22.3% |
| 3Y | +136.5% | +1.4% | +135.1% | +129.2% |
| 5Y | +75.9% | -73.1% | +149.1% | +106.9% |
| 10Y | +397.9% | +204.8% | +193.1% | +253.1% |
| All | +1,058.7% | +14,793.4% | -13,734.7% | +568.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling