+280.7%
RNG vs MTCH
+198.1%
+82.6%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.7% |
| 3M | +83.3% | +23.3% | +60.1% | +67.4% |
| 6M | +77.9% | +40.1% | +37.8% | +54.5% |
| YTD | +139.9% | +33.6% | +106.3% | +113.8% |
| 1Y | +121.7% | +14.1% | +107.6% | +110.5% |
| 3Y | +121.9% | +1.4% | +120.4% | +114.0% |
| 5Y | -68.4% | -73.1% | +4.8% | -52.7% |
| 10Y | +220.0% | +204.8% | +15.3% | +120.0% |
| All | +280.7% | +198.1% | +82.6% | +164.5% |
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