+118.3%
BTI vs MTCH
-73.3%
+191.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.0% |
| 3M | -8.8% | +23.3% | -32.0% | -10.0% |
| 6M | -4.0% | +40.1% | -44.1% | -6.1% |
| YTD | +0.4% | +33.6% | -33.2% | -1.7% |
| 1Y | +1.9% | +14.1% | -12.2% | +0.8% |
| 3Y | +108.5% | +1.4% | +107.1% | +105.9% |
| All | +118.3% | -73.3% | +191.6% | +124.2% |
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