-72.7%
MTCH vs RJF
+104.0%
-176.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +1.3% | -2.7% | +4.0% | +2.8% |
| 30D | +15.9% | -4.3% | +20.1% | +18.4% |
| 3M | +23.3% | +15.7% | +7.5% | +13.2% |
| 6M | +40.1% | +17.8% | +22.3% | +27.2% |
| YTD | +33.6% | +9.2% | +24.4% | +25.9% |
| 1Y | +14.1% | +2.8% | +11.3% | +11.1% |
| 3Y | +1.4% | +69.5% | -68.0% | -28.9% |
| All | -72.7% | +104.0% | -176.8% | -83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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