+661.1%
BX vs MTCH
+208.0%
+453.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.1% | +2.0% |
| 7D | -5.6% | +1.3% | -6.9% | -6.0% |
| 30D | -12.2% | +15.9% | -28.1% | -16.4% |
| 3M | +7.4% | +23.3% | -15.9% | 0.0% |
| 6M | +22.2% | +40.1% | -18.0% | +9.3% |
| YTD | -14.0% | +33.6% | -47.6% | -22.0% |
| 1Y | -27.3% | +14.1% | -41.4% | -30.8% |
| 3Y | +24.5% | +1.4% | +23.1% | +18.7% |
| 5Y | +18.9% | -73.1% | +92.0% | +54.6% |
| All | +661.1% | +208.0% | +453.0% | +525.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling