+108.5%
BTI vs MTCH
-0.9%
+109.4%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.6% |
| 7D | -0.2% | +1.3% | -1.5% | -0.3% |
| 30D | -1.1% | +15.9% | -17.0% | -1.9% |
| 3M | -8.8% | +23.3% | -32.0% | -9.9% |
| 6M | -4.0% | +40.1% | -44.1% | -5.7% |
| YTD | +0.4% | +33.6% | -33.2% | -1.3% |
| 1Y | +1.9% | +14.1% | -12.2% | +1.1% |
| 3Y | +108.5% | +1.4% | +107.1% | +104.9% |
| All | +108.5% | -0.9% | +109.4% | +104.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling