+49.3%
RMD vs MTCH
-2.2%
+51.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | -4.2% | -1.4% | -2.8% | -4.0% |
| 30D | -2.1% | +13.6% | -15.7% | -4.2% |
| 3M | +13.8% | +22.4% | -8.6% | +10.0% |
| 6M | -10.6% | +37.2% | -47.8% | -15.3% |
| YTD | -8.1% | +31.8% | -39.9% | -12.5% |
| 1Y | -18.0% | +12.9% | -30.9% | -20.3% |
| All | +49.3% | -2.2% | +51.5% | +42.4% |
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 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