+215.0%
RNG vs MTCH
+208.0%
+6.9%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.5% | -0.8% |
| 7D | -6.1% | +1.3% | -7.4% | -6.6% |
| 30D | +9.6% | +15.9% | -6.3% | +2.3% |
| 3M | +83.3% | +23.3% | +60.1% | +66.4% |
| 6M | +77.9% | +40.1% | +37.8% | +53.0% |
| YTD | +139.9% | +33.6% | +106.3% | +112.0% |
| 1Y | +121.7% | +14.1% | +107.6% | +109.5% |
| 3Y | +121.9% | +1.4% | +120.4% | +113.1% |
| 5Y | -68.4% | -73.1% | +4.8% | -52.1% |
| All | +215.0% | +208.0% | +6.9% | +133.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling