+18.4%
BX vs MTCH
-73.3%
+91.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.1% | +1.9% |
| 7D | -5.6% | +1.3% | -6.9% | -6.1% |
| 30D | -12.2% | +15.9% | -28.1% | -17.9% |
| 3M | +7.4% | +23.3% | -15.9% | -2.7% |
| 6M | +22.2% | +40.1% | -18.0% | +4.7% |
| YTD | -14.0% | +33.6% | -47.6% | -25.0% |
| 1Y | -27.3% | +14.1% | -41.4% | -32.2% |
| 3Y | +24.5% | +1.4% | +23.1% | +16.6% |
| All | +18.4% | -73.3% | +91.7% | +75.0% |
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