+3,498.2%
BWA vs MTCH
+4,443.7%
-945.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.2% |
| 7D | -1.3% | +1.3% | -2.6% | -1.5% |
| 30D | -2.9% | +15.9% | -18.8% | -5.6% |
| 3M | -10.7% | +23.3% | -34.0% | -14.5% |
| 6M | +26.5% | +40.1% | -13.7% | +18.0% |
| YTD | +49.1% | +33.6% | +15.5% | +39.8% |
| 1Y | +52.1% | +14.1% | +38.0% | +46.7% |
| 3Y | +72.6% | +1.4% | +71.1% | +67.1% |
| 5Y | +89.4% | -73.1% | +162.5% | +123.6% |
| 10Y | +157.7% | +204.8% | -47.1% | +84.2% |
| All | +3,498.2% | +4,443.7% | -945.5% | +1,912.3% |
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 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