+1,395.2%
RL vs MTCH
+1,861.0%
-465.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.4% | +2.4% |
| 7D | -0.8% | +0.7% | -1.5% | -1.0% |
| 30D | -7.8% | +9.7% | -17.5% | -10.0% |
| 3M | -4.0% | +21.1% | -25.1% | -8.9% |
| 6M | -1.9% | +37.5% | -39.4% | -9.9% |
| YTD | -0.2% | +31.9% | -32.1% | -7.6% |
| 1Y | +10.7% | +14.6% | -3.9% | +5.9% |
| 3Y | +210.8% | -6.2% | +216.9% | +203.8% |
| 5Y | +238.2% | -70.6% | +308.8% | +320.2% |
| 10Y | +313.4% | +185.6% | +127.8% | +164.4% |
| All | +1,395.2% | +1,861.0% | -465.7% | +435.7% |
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