+883.7%
BAH vs MTCH
+490.4%
+393.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.1% | -1.3% |
| 7D | -3.2% | +0.7% | -3.9% | -3.4% |
| 30D | +2.0% | +9.7% | -7.7% | +0.6% |
| 3M | -7.6% | +21.1% | -28.7% | -10.2% |
| 6M | -5.7% | +37.5% | -43.2% | -9.9% |
| YTD | -11.7% | +31.9% | -43.6% | -15.2% |
| 1Y | -27.4% | +14.6% | -41.9% | -29.0% |
| 3Y | -32.5% | -6.2% | -26.4% | -33.5% |
| 5Y | -3.3% | -70.6% | +67.2% | +8.3% |
| 10Y | +186.0% | +185.6% | +0.4% | +113.4% |
| All | +883.7% | +490.4% | +393.3% | +514.9% |
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