+134.1%
BP vs MTCH
+208.0%
-73.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.3% | -0.1% |
| 7D | +5.2% | +1.3% | +4.0% | +5.1% |
| 30D | +8.7% | +15.9% | -7.2% | +6.8% |
| 3M | +9.3% | +23.3% | -13.9% | +6.4% |
| 6M | +13.6% | +40.1% | -26.6% | +8.6% |
| YTD | +37.7% | +33.6% | +4.1% | +32.1% |
| 1Y | +40.6% | +14.1% | +26.6% | +37.5% |
| 3Y | +40.3% | +1.4% | +38.9% | +36.8% |
| 5Y | +141.4% | -73.1% | +214.6% | +170.8% |
| All | +134.1% | +208.0% | -73.9% | +93.6% |
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