+302.7%
BB vs MTCH
+761.9%
-459.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.8% |
| 7D | +1.8% | -2.4% | +4.2% | +2.7% |
| 30D | -12.2% | +12.8% | -25.0% | -16.5% |
| 3M | -12.3% | +20.0% | -32.3% | -18.7% |
| 6M | +122.7% | +34.7% | +88.0% | +97.2% |
| YTD | +104.5% | +30.6% | +73.9% | +82.8% |
| 1Y | +106.7% | +10.9% | +95.7% | +95.6% |
| 3Y | +70.0% | -2.0% | +72.0% | +62.5% |
| 5Y | -27.8% | -72.6% | +44.9% | +5.5% |
| 10Y | +2.4% | +197.9% | -195.5% | -52.4% |
| All | +302.7% | +761.9% | -459.2% | -13.8% |
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