+4,023.7%
RBA vs MTCH
+1,161.5%
+2,862.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.8% | -1.5% |
| 7D | -0.5% | +6.7% | -7.2% | -1.4% |
| 30D | +6.8% | -1.4% | +8.2% | +6.9% |
| 3M | +9.5% | +14.8% | -5.3% | +7.3% |
| 6M | -8.2% | +19.4% | -27.6% | -10.4% |
| YTD | -7.7% | +32.3% | -40.1% | -11.2% |
| 1Y | -6.9% | +29.5% | -36.4% | -10.2% |
| 3Y | +61.6% | +47.2% | +14.4% | +51.4% |
| 5Y | +44.7% | -70.2% | +115.0% | +60.1% |
| 10Y | +205.3% | +156.0% | +49.4% | +149.6% |
| All | +4,023.7% | +1,161.5% | +2,862.2% | +2,449.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling