+56.2%
RIG vs MTCH
-73.3%
+129.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -2.2% |
| 7D | -3.1% | +1.3% | -4.3% | -3.5% |
| 30D | -0.5% | +15.9% | -16.4% | -5.1% |
| 3M | -6.0% | +23.3% | -29.2% | -12.9% |
| 6M | -10.1% | +40.1% | -50.3% | -20.6% |
| YTD | +37.3% | +33.6% | +3.7% | +22.9% |
| 1Y | +73.9% | +14.1% | +59.8% | +63.7% |
| 3Y | -30.2% | +1.4% | -31.6% | -33.9% |
| All | +56.2% | -73.3% | +129.5% | +95.4% |
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