+301.8%
RL vs MTCH
+203.9%
+98.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | -2.2% | -1.4% | -0.8% | -1.9% |
| 30D | -15.3% | +13.6% | -29.0% | -18.1% |
| 3M | -10.3% | +22.4% | -32.7% | -15.1% |
| 6M | -2.2% | +37.2% | -39.4% | -10.1% |
| YTD | -4.3% | +31.8% | -36.1% | -11.4% |
| 1Y | +8.9% | +12.9% | -4.0% | +4.6% |
| 3Y | +201.4% | -1.1% | +202.5% | +190.4% |
| 5Y | +230.6% | -73.5% | +304.1% | +309.7% |
| All | +301.8% | +203.9% | +98.0% | +246.1% |
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