+18,358.4%
ROP vs MTCH
+14,357.7%
+4,000.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.2% | -2.6% |
| 7D | -5.4% | -1.8% | -3.6% | -5.2% |
| 30D | -1.6% | +10.4% | -12.1% | -3.0% |
| 3M | +18.8% | +21.0% | -2.2% | +15.5% |
| 6M | +8.2% | +36.6% | -28.4% | +3.3% |
| YTD | -10.5% | +29.7% | -40.2% | -13.9% |
| 1Y | -23.7% | +8.6% | -32.3% | -24.9% |
| 3Y | -17.9% | -2.7% | -15.2% | -19.4% |
| 5Y | -15.3% | -72.9% | +57.6% | -4.3% |
| 10Y | +133.4% | +185.0% | -51.6% | +81.1% |
| All | +18,358.4% | +14,357.7% | +4,000.7% | +12,710.1% |
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