+576.2%
BAX vs MTCH
+14,607.2%
-14,030.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.4% | +1.1% |
| 7D | -1.1% | +0.7% | -1.8% | -1.2% |
| 30D | -5.5% | +9.7% | -15.2% | -6.3% |
| 3M | +33.5% | +21.1% | +12.5% | +31.2% |
| 6M | +35.9% | +37.5% | -1.6% | +31.8% |
| YTD | +35.4% | +31.9% | +3.4% | +31.8% |
| 1Y | +9.8% | +14.6% | -4.8% | +8.2% |
| 3Y | -32.7% | -6.2% | -26.6% | -33.3% |
| 5Y | -65.6% | -70.6% | +5.0% | -63.1% |
| 10Y | -34.9% | +185.6% | -220.5% | -44.0% |
| All | +576.2% | +14,607.2% | -14,030.9% | +388.1% |
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