+3,554.7%
RBA vs MTCH
+1,157.6%
+2,397.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.7% | +0.5% |
| 7D | -2.9% | +0.7% | -3.6% | -3.0% |
| 30D | -12.3% | +9.7% | -22.0% | -13.4% |
| 3M | -20.5% | +21.1% | -41.6% | -22.4% |
| 6M | -18.5% | +37.5% | -56.0% | -21.8% |
| YTD | -18.2% | +31.9% | -50.1% | -21.1% |
| 1Y | -27.5% | +14.6% | -42.1% | -28.9% |
| 3Y | +38.1% | -6.2% | +44.2% | +36.5% |
| 5Y | +44.8% | -70.6% | +115.4% | +60.3% |
| 10Y | +187.1% | +185.6% | +1.5% | +131.6% |
| All | +3,554.7% | +1,157.6% | +2,397.1% | +2,164.1% |
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 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