+18.1%
RRX vs MTCH
-73.3%
+91.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.3% | +3.2% |
| 7D | -0.3% | +1.3% | -1.6% | -0.8% |
| 30D | -6.1% | +15.9% | -22.0% | -10.8% |
| 3M | -23.1% | +23.3% | -46.3% | -28.3% |
| 6M | -19.5% | +40.1% | -59.7% | -28.2% |
| YTD | +16.1% | +33.6% | -17.5% | +4.9% |
| 1Y | +12.9% | +14.1% | -1.2% | +7.3% |
| 3Y | +7.9% | +1.4% | +6.5% | +2.5% |
| All | +18.1% | -73.3% | +91.4% | +41.3% |
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