-56.2%
BBWI vs MTCH
+208.0%
-264.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.4% | +5.1% | +6.0% |
| 7D | -4.8% | +1.3% | -6.1% | -5.2% |
| 30D | +3.5% | +15.9% | -12.4% | -1.1% |
| 3M | -0.3% | +23.3% | -23.6% | -6.6% |
| 6M | -5.4% | +40.1% | -45.5% | -14.8% |
| YTD | -4.7% | +33.6% | -38.3% | -13.1% |
| 1Y | -30.5% | +14.1% | -44.6% | -33.7% |
| 3Y | -44.3% | +1.4% | -45.7% | -46.6% |
| 5Y | -66.9% | -73.1% | +6.3% | -57.2% |
| All | -56.2% | +208.0% | -264.2% | -63.1% |
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 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