+19.6%
BTDR vs MTCH
-72.9%
+92.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.4% | +3.4% |
| 7D | -3.4% | +1.3% | -4.7% | -3.7% |
| 30D | +32.6% | +15.9% | +16.7% | +27.7% |
| 3M | -32.2% | +23.3% | -55.5% | -35.8% |
| 6M | +52.4% | +40.1% | +12.2% | +40.7% |
| YTD | +6.7% | +33.6% | -26.9% | -0.6% |
| 1Y | -15.2% | +14.1% | -29.3% | -18.5% |
| 3Y | +14.9% | +1.4% | +13.5% | +7.4% |
| 5Y | +20.8% | -73.1% | +93.9% | +12.6% |
| All | +19.6% | -72.9% | +92.5% | +10.9% |
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