+74.7%
BND vs MTCH
+381.3%
-306.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.6% | -0.6% |
| 7D | -0.9% | -1.4% | +0.5% | -0.9% |
| 30D | -1.0% | +13.6% | -14.6% | -1.0% |
| 3M | -1.2% | +22.4% | -23.6% | -1.3% |
| 6M | -2.0% | +37.2% | -39.2% | -2.1% |
| YTD | -1.2% | +31.8% | -33.0% | -1.3% |
| 1Y | -0.5% | +12.9% | -13.4% | -0.5% |
| 3Y | +12.4% | -1.1% | +13.5% | +12.3% |
| 5Y | -2.5% | -73.5% | +71.0% | -3.2% |
| 10Y | +15.0% | +200.7% | -185.7% | +19.5% |
| All | +74.7% | +381.3% | -306.6% | +90.1% |
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