-57.5%
BLDR vs MTCH
-0.9%
-56.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.0% | +1.9% |
| 7D | -8.2% | +1.3% | -9.5% | -8.6% |
| 30D | -16.6% | +15.9% | -32.5% | -20.7% |
| 3M | -23.2% | +23.3% | -46.4% | -28.5% |
| 6M | -33.7% | +40.1% | -73.9% | -41.0% |
| YTD | -41.3% | +33.6% | -74.9% | -47.2% |
| 1Y | -58.8% | +14.1% | -72.9% | -61.1% |
| 3Y | -57.5% | +1.4% | -58.9% | -61.7% |
| All | -57.5% | -0.9% | -56.6% | -61.7% |
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 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