+88.8%
RIO vs MTCH
-0.9%
+89.7%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.4% |
| 7D | -3.2% | +1.3% | -4.5% | -3.4% |
| 30D | +0.9% | +15.9% | -15.0% | -1.0% |
| 3M | -1.4% | +23.3% | -24.7% | -4.4% |
| 6M | +10.9% | +40.1% | -29.2% | +5.8% |
| YTD | +31.2% | +33.6% | -2.4% | +25.7% |
| 1Y | +67.9% | +14.1% | +53.8% | +64.2% |
| 3Y | +88.8% | +1.4% | +87.4% | +95.0% |
| All | +88.8% | -0.9% | +89.7% | +95.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling