-11.6%
MTCH vs BAM
+66.2%
-77.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.3% | +1.3% |
| 7D | +1.3% | -6.6% | +7.9% | +4.1% |
| 30D | +15.9% | -12.4% | +28.3% | +22.1% |
| 3M | +23.3% | +2.4% | +20.9% | +21.2% |
| 6M | +40.1% | +7.9% | +32.2% | +34.4% |
| YTD | +33.6% | -7.0% | +40.6% | +36.2% |
| 1Y | +14.1% | -13.4% | +27.5% | +19.3% |
| 3Y | +1.4% | +46.9% | -45.4% | -15.8% |
| All | -11.6% | +66.2% | -77.8% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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