-17.4%
RMBS vs MTCH
+27.4%
-44.8%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.4% | -10.4% | -7.1% |
| 7D | -8.9% | -4.4% | -4.5% | -7.9% |
| 30D | -24.8% | -0.3% | -24.5% | -25.1% |
| 3M | -17.6% | -2.0% | -15.5% | -17.7% |
| 6M | -25.7% | +6.4% | -32.1% | -28.7% |
| YTD | -9.8% | +27.3% | -37.1% | -26.2% |
| 1Y | -17.4% | +30.3% | -47.7% | -35.4% |
| All | -17.4% | +27.4% | -44.8% | -35.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling