+111.8%
BHP vs MTCH
-73.3%
+185.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.5% |
| 7D | -3.6% | +1.3% | -4.9% | -3.8% |
| 30D | -1.2% | +15.9% | -17.1% | -3.8% |
| 3M | +1.2% | +23.3% | -22.1% | -2.9% |
| 6M | +21.4% | +40.1% | -18.7% | +13.8% |
| YTD | +50.4% | +33.6% | +16.8% | +41.8% |
| 1Y | +67.5% | +14.1% | +53.4% | +62.3% |
| 3Y | +72.8% | +1.4% | +71.4% | +66.8% |
| All | +111.8% | -73.3% | +185.1% | +123.0% |
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