+201.7%
RL vs MTCH
-3.1%
+204.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.5% |
| 7D | -0.3% | -2.4% | +2.1% | +0.3% |
| 30D | -17.5% | +12.8% | -30.3% | -20.1% |
| 3M | -14.0% | +20.0% | -34.0% | -18.5% |
| 6M | -2.0% | +34.7% | -36.7% | -10.0% |
| YTD | -4.6% | +30.6% | -35.2% | -11.9% |
| 1Y | +9.5% | +10.9% | -1.4% | +5.3% |
| All | +201.7% | -3.1% | +204.8% | +175.3% |
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