-42.2%
RIG vs MTCH
+208.0%
-250.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -2.1% |
| 7D | -3.1% | +1.3% | -4.3% | -3.4% |
| 30D | -0.5% | +15.9% | -16.4% | -4.2% |
| 3M | -6.0% | +23.3% | -29.2% | -11.4% |
| 6M | -10.1% | +40.1% | -50.3% | -18.3% |
| YTD | +37.3% | +33.6% | +3.7% | +26.1% |
| 1Y | +73.9% | +14.1% | +59.8% | +66.0% |
| 3Y | -30.2% | +1.4% | -31.6% | -33.0% |
| 5Y | +62.5% | -73.1% | +135.6% | +97.2% |
| All | -42.2% | +208.0% | -250.2% | -58.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling