+5,821.8%
BHP vs MTCH
+14,793.4%
-8,971.6%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.4% |
| 7D | -3.6% | +1.3% | -4.9% | -3.8% |
| 30D | -1.2% | +15.9% | -17.1% | -3.2% |
| 3M | +1.2% | +23.3% | -22.1% | -1.9% |
| 6M | +21.4% | +40.1% | -18.7% | +15.5% |
| YTD | +50.4% | +33.6% | +16.8% | +43.7% |
| 1Y | +67.5% | +14.1% | +53.4% | +63.4% |
| 3Y | +72.8% | +1.4% | +71.4% | +68.5% |
| 5Y | +112.6% | -73.1% | +185.7% | +140.1% |
| 10Y | +481.7% | +204.8% | +276.9% | +357.4% |
| All | +5,821.8% | +14,793.4% | -8,971.6% | +3,890.0% |
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 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