+10,947.3%
ROK vs MTCH
+14,593.1%
-3,645.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.2% |
| 7D | -1.6% | -1.4% | -0.2% | -1.4% |
| 30D | -5.4% | +13.6% | -19.1% | -7.3% |
| 3M | -4.0% | +22.4% | -26.4% | -7.2% |
| 6M | +13.3% | +37.2% | -23.8% | +7.5% |
| YTD | +9.3% | +31.8% | -22.4% | +4.3% |
| 1Y | +25.8% | +12.9% | +12.9% | +22.7% |
| 3Y | +49.1% | -1.1% | +50.2% | +45.9% |
| 5Y | +45.9% | -73.5% | +119.4% | +67.6% |
| 10Y | +349.9% | +200.7% | +149.2% | +249.6% |
| All | +10,947.3% | +14,593.1% | -3,645.8% | +7,918.5% |
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