-20.9%
RMD vs MTCH
-73.3%
+52.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.9% |
| 7D | -4.4% | +1.3% | -5.7% | -4.7% |
| 30D | -3.1% | +15.9% | -19.0% | -6.2% |
| 3M | +13.8% | +23.3% | -9.5% | +8.6% |
| 6M | -8.6% | +40.1% | -48.7% | -15.3% |
| YTD | -8.6% | +33.6% | -42.2% | -14.7% |
| 1Y | -19.7% | +14.1% | -33.8% | -22.6% |
| 3Y | +48.4% | +1.4% | +47.0% | +42.8% |
| All | -20.9% | -73.3% | +52.3% | -7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling