+129.7%
ROP vs MTCH
+208.0%
-78.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.2% |
| 7D | -4.6% | +1.3% | -5.9% | -4.8% |
| 30D | -1.7% | +15.9% | -17.6% | -4.0% |
| 3M | +17.1% | +23.3% | -6.2% | +13.1% |
| 6M | +10.9% | +40.1% | -29.3% | +4.8% |
| YTD | -12.1% | +33.6% | -45.7% | -16.3% |
| 1Y | -24.2% | +14.1% | -38.3% | -26.2% |
| 3Y | -20.4% | +1.4% | -21.8% | -22.7% |
| 5Y | -15.4% | -73.1% | +57.8% | -3.4% |
| All | +129.7% | +208.0% | -78.3% | +78.2% |
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