+187.0%
BR vs MTCH
+208.0%
-21.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.6% |
| 7D | -3.0% | +1.3% | -4.2% | -3.2% |
| 30D | -0.3% | +15.9% | -16.2% | -3.0% |
| 3M | +17.3% | +23.3% | -6.0% | +12.7% |
| 6M | -6.7% | +40.1% | -46.8% | -12.6% |
| YTD | -23.4% | +33.6% | -57.0% | -27.7% |
| 1Y | -32.7% | +14.1% | -46.7% | -34.7% |
| 3Y | -5.9% | +1.4% | -7.3% | -9.0% |
| 5Y | +8.4% | -73.1% | +81.6% | +28.3% |
| All | +187.0% | +208.0% | -21.0% | +110.6% |
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