-12.5%
MTCH vs BAM
+80.8%
-93.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.5% | +1.3% |
| 7D | +6.7% | -2.0% | +8.7% | +7.5% |
| 30D | -1.4% | +13.7% | -15.0% | -6.5% |
| 3M | +14.8% | -4.8% | +19.5% | +16.6% |
| 6M | +19.4% | +7.6% | +11.8% | +14.6% |
| YTD | +32.3% | +1.2% | +31.2% | +30.0% |
| 1Y | +29.5% | -2.3% | +31.8% | +28.8% |
| 3Y | +47.2% | +84.1% | -36.9% | +11.7% |
| All | -12.5% | +80.8% | -93.3% | -34.3% |
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