+1,611.9%
BE vs MTCH
-2.2%
+1,614.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -4.9% | -4.3% |
| 7D | +9.7% | -1.4% | +11.2% | +10.1% |
| 30D | +22.4% | +13.6% | +8.7% | +17.1% |
| 3M | +10.4% | +22.4% | -12.0% | +1.3% |
| 6M | +67.9% | +37.2% | +30.7% | +46.6% |
| YTD | +197.5% | +31.8% | +165.7% | +161.7% |
| 1Y | +310.6% | +12.9% | +297.7% | +286.2% |
| All | +1,611.9% | -2.2% | +1,614.1% | +1,780.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling