+1,059.0%
RMBS vs MTCH
+2,443.8%
-1,384.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.6% |
| 7D | +3.5% | -2.4% | +5.8% | +4.4% |
| 30D | -8.6% | +12.8% | -21.4% | -13.1% |
| 3M | -40.3% | +20.0% | -60.3% | -45.0% |
| 6M | -1.0% | +34.7% | -35.7% | -13.0% |
| YTD | -4.6% | +30.6% | -35.2% | -14.9% |
| 1Y | +17.6% | +10.9% | +6.6% | +11.6% |
| 3Y | +58.6% | -2.0% | +60.7% | +51.6% |
| 5Y | +270.9% | -72.6% | +343.6% | +432.6% |
| 10Y | +569.1% | +197.9% | +371.2% | +190.8% |
| All | +1,059.0% | +2,443.8% | -1,384.8% | +73.7% |
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