-39.3%
BAX vs MTCH
+208.0%
-247.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -2.9% | -1.8% |
| 7D | -7.9% | +1.3% | -9.1% | -8.0% |
| 30D | -11.7% | +15.9% | -27.5% | -13.6% |
| 3M | +16.2% | +23.3% | -7.1% | +12.8% |
| 6M | +32.0% | +40.1% | -8.2% | +25.6% |
| YTD | +24.7% | +33.6% | -8.9% | +19.5% |
| 1Y | -2.6% | +14.1% | -16.7% | -4.8% |
| 3Y | -35.0% | +1.4% | -36.4% | -36.6% |
| 5Y | -67.6% | -73.1% | +5.6% | -64.3% |
| All | -39.3% | +208.0% | -247.3% | -51.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling