+1,382.9%
BMY vs MTCH
+14,456.1%
-13,073.1%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | -4.8% | -2.4% | -2.4% | -4.6% |
| 30D | -0.7% | +12.8% | -13.5% | -1.8% |
| 3M | +15.3% | +20.0% | -4.6% | +13.3% |
| 6M | +8.5% | +34.7% | -26.2% | +5.3% |
| YTD | +23.4% | +30.6% | -7.1% | +20.0% |
| 1Y | +42.9% | +10.9% | +32.0% | +41.0% |
| 3Y | +22.0% | -2.0% | +24.0% | +20.2% |
| 5Y | +24.3% | -72.6% | +97.0% | +34.7% |
| 10Y | +64.6% | +197.9% | -133.3% | +33.9% |
| All | +1,382.9% | +14,456.1% | -13,073.1% | +866.8% |
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