+1,549.4%
RL vs MTCH
+1,859.9%
-310.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | +2.6% | +6.7% | -4.1% | +0.9% |
| 30D | +2.9% | -1.8% | +4.8% | +3.2% |
| 3M | 0.0% | +12.2% | -12.2% | -3.2% |
| 6M | +17.1% | +16.6% | +0.5% | +11.8% |
| YTD | +10.1% | +31.8% | -21.7% | +1.6% |
| 1Y | +17.3% | +30.8% | -13.5% | +8.4% |
| 3Y | +249.3% | +49.6% | +199.7% | +205.2% |
| 5Y | +240.9% | -70.3% | +311.3% | +323.3% |
| 10Y | +337.3% | +155.1% | +182.2% | +188.3% |
| All | +1,549.4% | +1,859.9% | -310.5% | +489.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling