+584.5%
RIO vs MTCH
+208.0%
+376.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.3% |
| 7D | -3.2% | +1.3% | -4.5% | -3.4% |
| 30D | +0.9% | +15.9% | -15.0% | -1.6% |
| 3M | -1.4% | +23.3% | -24.7% | -5.2% |
| 6M | +10.9% | +40.1% | -29.2% | +4.2% |
| YTD | +31.2% | +33.6% | -2.4% | +23.9% |
| 1Y | +67.9% | +14.1% | +53.8% | +62.7% |
| 3Y | +88.8% | +1.4% | +87.4% | +82.5% |
| 5Y | +93.1% | -73.1% | +166.3% | +125.8% |
| All | +584.5% | +208.0% | +376.5% | +356.7% |
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