-64.2%
BAX vs MTCH
-70.4%
+6.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.3% |
| 7D | +0.1% | +6.7% | -6.6% | -1.1% |
| 30D | +4.1% | -1.8% | +5.9% | +4.1% |
| 3M | -4.5% | +12.2% | -16.8% | -6.9% |
| 6M | +49.2% | +16.6% | +32.6% | +44.6% |
| YTD | +35.2% | +31.8% | +3.4% | +28.0% |
| 1Y | +38.3% | +30.8% | +7.5% | +31.1% |
| 3Y | -19.0% | +49.6% | -68.7% | -26.0% |
| All | -64.2% | -70.4% | +6.2% | -62.0% |
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