+541.3%
BBWI vs MTCH
+14,357.7%
-13,816.4%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.4% | -2.8% |
| 7D | +1.6% | -1.8% | +3.4% | +1.9% |
| 30D | -6.2% | +10.4% | -16.7% | -8.1% |
| 3M | +4.3% | +21.0% | -16.7% | +0.4% |
| 6M | -7.2% | +36.6% | -43.8% | -12.9% |
| YTD | -3.0% | +29.7% | -32.7% | -8.1% |
| 1Y | -30.8% | +8.6% | -39.4% | -32.1% |
| 3Y | -43.4% | -2.7% | -40.7% | -44.1% |
| 5Y | -66.7% | -72.9% | +6.2% | -59.7% |
| 10Y | -55.7% | +185.0% | -240.7% | -66.1% |
| All | +541.3% | +14,357.7% | -13,816.4% | +282.7% |
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