-15.4%
ROP vs MTCH
-72.5%
+57.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | -8.0% | -1.4% | -6.6% | -7.8% |
| 30D | -2.7% | +13.6% | -16.4% | -4.8% |
| 3M | +16.6% | +22.4% | -5.8% | +12.5% |
| 6M | +10.4% | +37.2% | -26.8% | +4.3% |
| YTD | -12.1% | +31.8% | -43.9% | -16.4% |
| 1Y | -23.6% | +12.9% | -36.5% | -25.7% |
| 3Y | -19.3% | -1.1% | -18.2% | -21.5% |
| 5Y | -15.4% | -73.5% | +58.1% | -4.0% |
| All | -15.4% | -72.5% | +57.2% | -4.0% |
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