+226.3%
RL vs MTCH
-72.5%
+298.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.5% |
| 7D | -0.3% | -2.4% | +2.1% | +0.4% |
| 30D | -17.5% | +12.8% | -30.3% | -20.6% |
| 3M | -14.0% | +20.0% | -34.0% | -19.1% |
| 6M | -2.0% | +34.7% | -36.7% | -11.2% |
| YTD | -4.6% | +30.6% | -35.2% | -13.0% |
| 1Y | +9.5% | +10.9% | -1.4% | +4.8% |
| 3Y | +200.5% | -2.0% | +202.5% | +187.4% |
| 5Y | +226.3% | -72.6% | +298.9% | +345.0% |
| All | +226.3% | -72.5% | +298.8% | +345.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling