+19.4%
BRO vs MTCH
-73.3%
+92.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.7% |
| 3M | +10.7% | +23.3% | -12.6% | +7.4% |
| 6M | -2.7% | +40.1% | -42.8% | -7.4% |
| YTD | -16.3% | +33.6% | -49.9% | -20.0% |
| 1Y | -29.1% | +14.1% | -43.2% | -30.8% |
| 3Y | -7.8% | +1.4% | -9.3% | -9.9% |
| All | +19.4% | -73.3% | +92.7% | +46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling