+53.7%
RMBS vs MTCH
-0.9%
+54.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.4% |
| 7D | +1.8% | +1.3% | +0.5% | +1.3% |
| 30D | -13.9% | +15.9% | -29.8% | -18.9% |
| 3M | -39.8% | +23.3% | -63.1% | -45.2% |
| 6M | -6.0% | +40.1% | -46.1% | -19.6% |
| YTD | -5.4% | +33.6% | -38.9% | -17.1% |
| 1Y | -1.8% | +14.1% | -15.9% | -9.0% |
| 3Y | +53.7% | +1.4% | +52.2% | +29.9% |
| All | +53.7% | -0.9% | +54.6% | +29.9% |
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