+38.2%
RBA vs MTCH
-72.5%
+110.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | -1.9% | -2.4% | +0.5% | -1.5% |
| 30D | -13.0% | +12.8% | -25.8% | -14.8% |
| 3M | -23.1% | +20.0% | -43.1% | -25.3% |
| 6M | -22.6% | +34.7% | -57.3% | -26.3% |
| YTD | -20.4% | +30.6% | -51.0% | -23.9% |
| 1Y | -29.6% | +10.9% | -40.5% | -31.1% |
| 3Y | +26.6% | -2.0% | +28.6% | +23.9% |
| 5Y | +38.2% | -72.6% | +110.8% | +69.0% |
| All | +38.2% | -72.5% | +110.7% | +69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling