+285.2%
BRO vs MTCH
+208.0%
+77.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.4% |
| 7D | -7.3% | +1.3% | -8.6% | -7.5% |
| 30D | -6.9% | +15.9% | -22.7% | -8.6% |
| 3M | +10.7% | +23.3% | -12.6% | +7.6% |
| 6M | -2.7% | +40.1% | -42.8% | -7.2% |
| YTD | -16.3% | +33.6% | -49.9% | -19.8% |
| 1Y | -29.1% | +14.1% | -43.2% | -30.7% |
| 3Y | -7.8% | +1.4% | -9.3% | -10.2% |
| 5Y | +18.7% | -73.1% | +91.9% | +34.6% |
| All | +285.2% | +208.0% | +77.2% | +238.7% |
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