+1,003.0%
BE vs MTCH
+21.2%
+981.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.4% | +5.3% | +6.0% |
| 7D | +9.0% | +1.3% | +7.8% | +8.3% |
| 30D | +16.3% | +15.9% | +0.4% | +7.5% |
| 3M | +10.8% | +23.3% | -12.5% | -2.6% |
| 6M | +73.2% | +40.1% | +33.1% | +41.8% |
| YTD | +217.4% | +33.6% | +183.8% | +162.2% |
| 1Y | +309.8% | +14.1% | +295.7% | +267.1% |
| 3Y | +1,726.2% | +1.4% | +1,724.7% | +1,564.8% |
| 5Y | +1,306.2% | -73.1% | +1,379.3% | +2,323.7% |
| All | +1,003.0% | +21.2% | +981.8% | +963.6% |
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