+24.3%
BMY vs MTCH
-73.3%
+97.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.5% | -0.3% |
| 7D | -4.8% | +1.3% | -6.0% | -4.8% |
| 30D | -0.1% | +15.9% | -16.0% | -1.1% |
| 3M | +13.1% | +23.3% | -10.2% | +11.6% |
| 6M | +8.4% | +40.1% | -31.7% | +6.0% |
| YTD | +22.0% | +33.6% | -11.6% | +19.5% |
| 1Y | +40.3% | +14.1% | +26.2% | +38.6% |
| 3Y | +20.5% | +1.4% | +19.1% | +17.9% |
| All | +24.3% | -73.3% | +97.6% | +24.2% |
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