+2.0%
RDW vs MTCH
-71.8%
+73.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -2.9% |
| 7D | +0.9% | +1.3% | -0.4% | +0.2% |
| 30D | -21.3% | +15.9% | -37.2% | -26.5% |
| 3M | -37.9% | +23.3% | -61.1% | -44.3% |
| 6M | +12.3% | +40.1% | -27.9% | -4.3% |
| YTD | +39.7% | +33.6% | +6.1% | +20.9% |
| 1Y | +25.7% | +14.1% | +11.6% | +16.5% |
| 3Y | +230.8% | +1.4% | +229.4% | +210.8% |
| 5Y | -8.8% | -73.1% | +64.4% | +11.7% |
| All | +2.0% | -71.8% | +73.9% | +23.9% |
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