+0.9%
BB vs MTCH
+208.0%
-207.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.4% | +1.3% |
| 7D | -0.4% | +1.3% | -1.7% | -0.8% |
| 30D | -12.5% | +15.9% | -28.4% | -16.8% |
| 3M | -17.4% | +23.3% | -40.7% | -23.2% |
| 6M | +119.1% | +40.1% | +79.0% | +95.3% |
| YTD | +102.4% | +33.6% | +68.8% | +82.9% |
| 1Y | +98.2% | +14.1% | +84.1% | +87.6% |
| 3Y | +46.9% | +1.4% | +45.5% | +39.8% |
| 5Y | -26.4% | -73.1% | +46.8% | -4.5% |
| All | +0.9% | +208.0% | -207.1% | -29.0% |
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 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