-27.5%
RBA vs MTCH
+13.9%
-41.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.7% | +0.8% |
| 7D | -2.9% | +0.7% | -3.6% | -3.2% |
| 30D | -12.3% | +9.7% | -22.0% | -15.7% |
| 3M | -20.5% | +21.1% | -41.6% | -25.1% |
| 6M | -18.5% | +37.5% | -56.0% | -27.2% |
| YTD | -18.2% | +31.9% | -50.1% | -26.0% |
| 1Y | -27.5% | +14.6% | -42.1% | -32.2% |
| All | -27.5% | +13.9% | -41.4% | -32.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling