-6.1%
RDW vs MTCH
-73.3%
+67.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -3.0% |
| 7D | +0.9% | +1.3% | -0.4% | +0.1% |
| 30D | -21.3% | +15.9% | -37.2% | -27.2% |
| 3M | -37.9% | +23.3% | -61.1% | -45.1% |
| 6M | +12.3% | +40.1% | -27.9% | -6.5% |
| YTD | +39.7% | +33.6% | +6.1% | +18.4% |
| 1Y | +25.7% | +14.1% | +11.6% | +15.2% |
| 3Y | +230.8% | +1.4% | +229.4% | +208.4% |
| All | -6.1% | -73.3% | +67.2% | +35.0% |
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