-68.9%
BBWI vs MTCH
-72.5%
+3.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.8% |
| 7D | -8.0% | -1.4% | -6.6% | -7.5% |
| 30D | -6.6% | +13.6% | -20.3% | -11.1% |
| 3M | -2.7% | +22.4% | -25.1% | -9.9% |
| 6M | -12.8% | +37.2% | -50.0% | -22.7% |
| YTD | -10.5% | +31.8% | -42.3% | -19.7% |
| 1Y | -35.3% | +12.9% | -48.2% | -38.8% |
| 3Y | -47.7% | -1.1% | -46.6% | -50.3% |
| 5Y | -68.9% | -73.5% | +4.6% | -58.4% |
| All | -68.9% | -72.5% | +3.7% | -58.4% |
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