+476.4%
BHP vs MTCH
+208.0%
+268.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.5% |
| 7D | -3.6% | +1.3% | -4.9% | -3.9% |
| 30D | -1.2% | +15.9% | -17.1% | -3.9% |
| 3M | +1.2% | +23.3% | -22.1% | -3.0% |
| 6M | +21.4% | +40.1% | -18.7% | +13.6% |
| YTD | +50.4% | +33.6% | +16.8% | +41.5% |
| 1Y | +67.5% | +14.1% | +53.4% | +62.0% |
| 3Y | +72.8% | +1.4% | +71.4% | +66.8% |
| 5Y | +112.6% | -73.1% | +185.7% | +149.7% |
| All | +476.4% | +208.0% | +268.4% | +291.7% |
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 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