+258.5%
BN vs MTCH
+208.0%
+50.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -0.9% | +0.1% |
| 7D | -5.2% | +1.3% | -6.5% | -5.5% |
| 30D | -14.5% | +15.9% | -30.4% | -17.8% |
| 3M | -15.0% | +23.3% | -38.3% | -19.9% |
| 6M | -5.4% | +40.1% | -45.5% | -13.9% |
| YTD | -16.4% | +33.6% | -50.0% | -23.1% |
| 1Y | -16.2% | +14.1% | -30.3% | -19.8% |
| 3Y | +67.5% | +1.4% | +66.1% | +60.6% |
| 5Y | +34.1% | -73.1% | +107.3% | +66.0% |
| All | +258.5% | +208.0% | +50.4% | +168.3% |
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 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