-26.7%
BB vs MTCH
-73.3%
+46.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.4% | +1.1% |
| 7D | -0.4% | +1.3% | -1.7% | -1.0% |
| 30D | -12.5% | +15.9% | -28.4% | -18.5% |
| 3M | -17.4% | +23.3% | -40.7% | -25.5% |
| 6M | +119.1% | +40.1% | +79.0% | +86.0% |
| YTD | +102.4% | +33.6% | +68.8% | +75.0% |
| 1Y | +98.2% | +14.1% | +84.1% | +83.1% |
| 3Y | +46.9% | +1.4% | +45.5% | +36.2% |
| All | -26.7% | -73.3% | +46.5% | +21.2% |
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