+60.7%
BMY vs MTCH
+208.0%
-147.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.5% | -0.3% |
| 7D | -4.8% | +1.3% | -6.0% | -4.9% |
| 30D | -0.1% | +15.9% | -16.0% | -1.3% |
| 3M | +13.1% | +23.3% | -10.2% | +11.1% |
| 6M | +8.4% | +40.1% | -31.7% | +5.3% |
| YTD | +22.0% | +33.6% | -11.6% | +18.8% |
| 1Y | +40.3% | +14.1% | +26.2% | +38.3% |
| 3Y | +20.5% | +1.4% | +19.1% | +18.4% |
| 5Y | +23.7% | -73.1% | +96.9% | +33.2% |
| All | +60.7% | +208.0% | -147.3% | +37.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling