+10.1%
BLDR vs MTCH
-73.6%
+83.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.9% | -4.9% | -4.3% |
| 7D | -8.1% | -1.4% | -6.7% | -7.7% |
| 30D | -21.5% | +13.6% | -35.1% | -25.1% |
| 3M | -21.0% | +22.4% | -43.4% | -26.8% |
| 6M | -37.1% | +37.2% | -74.2% | -44.2% |
| YTD | -42.7% | +31.8% | -74.5% | -48.7% |
| 1Y | -58.0% | +12.9% | -70.9% | -60.2% |
| 3Y | -57.8% | -1.1% | -56.7% | -59.7% |
| All | +10.1% | -73.6% | +83.8% | +57.1% |
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