-67.0%
BAX vs MTCH
-72.5%
+5.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.0% |
| 7D | -5.4% | -1.4% | -4.0% | -5.2% |
| 30D | -12.4% | +13.6% | -26.0% | -14.4% |
| 3M | +19.1% | +22.4% | -3.3% | +15.1% |
| 6M | +38.6% | +37.2% | +1.4% | +31.2% |
| YTD | +26.7% | +31.8% | -5.1% | +20.7% |
| 1Y | +1.0% | +12.9% | -11.9% | -1.7% |
| 3Y | -33.9% | -1.1% | -32.8% | -35.9% |
| 5Y | -67.0% | -73.5% | +6.5% | -66.7% |
| All | -67.0% | -72.5% | +5.5% | -66.7% |
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