+199.9%
RBA vs MTCH
+208.0%
-8.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.4% | +2.4% | +3.6% |
| 7D | +0.1% | +1.3% | -1.2% | -0.1% |
| 30D | -2.9% | +15.9% | -18.8% | -5.1% |
| 3M | -20.9% | +23.3% | -44.2% | -23.2% |
| 6M | -17.7% | +40.1% | -57.8% | -21.6% |
| YTD | -18.2% | +33.6% | -51.8% | -21.6% |
| 1Y | -29.1% | +14.1% | -43.2% | -30.6% |
| 3Y | +29.5% | +1.4% | +28.1% | +26.4% |
| 5Y | +40.2% | -73.1% | +113.4% | +58.9% |
| All | +199.9% | +208.0% | -8.1% | +159.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling