-2.0%
ROL vs MTCH
-73.3%
+71.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.3% |
| 7D | -3.2% | +1.3% | -4.4% | -3.3% |
| 30D | -4.9% | +15.9% | -20.8% | -6.6% |
| 3M | -25.8% | +23.3% | -49.1% | -27.7% |
| 6M | -37.6% | +40.1% | -77.7% | -40.2% |
| YTD | -41.5% | +33.6% | -75.1% | -43.7% |
| 1Y | -39.5% | +14.1% | -53.6% | -40.8% |
| 3Y | +0.1% | +1.4% | -1.3% | -2.1% |
| All | -2.0% | -73.3% | +71.3% | +15.5% |
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 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