+1,137.3%
BR vs MTCH
+383.3%
+754.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | -5.0% | -2.4% | -2.6% | -4.5% |
| 30D | -2.5% | +12.8% | -15.3% | -5.0% |
| 3M | +13.5% | +20.0% | -6.5% | +8.9% |
| 6M | -9.4% | +34.7% | -44.1% | -15.3% |
| YTD | -23.3% | +30.6% | -53.8% | -27.9% |
| 1Y | -31.6% | +10.9% | -42.5% | -33.6% |
| 3Y | -5.1% | -2.0% | -3.0% | -8.1% |
| 5Y | +8.2% | -72.6% | +80.8% | +32.5% |
| 10Y | +189.8% | +197.9% | -8.0% | +72.5% |
| All | +1,137.3% | +383.3% | +754.1% | +339.5% |
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