+356.5%
BLDR vs MTCH
+568.4%
-211.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.2% |
| 7D | -2.7% | -2.4% | -0.3% | -1.7% |
| 30D | -14.7% | +12.8% | -27.5% | -19.1% |
| 3M | -20.8% | +20.0% | -40.8% | -27.1% |
| 6M | -35.3% | +34.7% | -70.1% | -43.5% |
| YTD | -40.3% | +30.6% | -70.9% | -47.5% |
| 1Y | -56.3% | +10.9% | -67.2% | -58.8% |
| 3Y | -56.1% | -2.0% | -54.1% | -58.5% |
| 5Y | +12.9% | -72.6% | +85.6% | +73.0% |
| 10Y | +386.5% | +197.9% | +188.6% | +53.1% |
| All | +356.5% | +568.4% | -211.9% | -53.3% |
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