-42.4%
RIG vs MTCH
+12,665.7%
-12,708.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -2.0% |
| 7D | -3.1% | +1.3% | -4.3% | -3.3% |
| 30D | -0.5% | +15.9% | -16.4% | -3.0% |
| 3M | -6.0% | +23.3% | -29.2% | -9.6% |
| 6M | -10.1% | +40.1% | -50.3% | -15.7% |
| YTD | +37.3% | +33.6% | +3.7% | +29.7% |
| 1Y | +73.9% | +14.1% | +59.8% | +68.7% |
| 3Y | -30.2% | +1.4% | -31.6% | -31.9% |
| 5Y | +62.5% | -73.1% | +135.6% | +89.6% |
| 10Y | -42.3% | +204.8% | -247.1% | -54.9% |
| All | -42.4% | +12,665.7% | -12,708.1% | -66.8% |
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