+2,828.2%
RRX vs MTCH
+14,456.1%
-11,627.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.6% |
| 7D | -0.7% | -2.4% | +1.7% | -0.4% |
| 30D | -8.0% | +12.8% | -20.8% | -9.8% |
| 3M | -25.1% | +20.0% | -45.0% | -27.2% |
| 6M | -18.3% | +34.7% | -53.0% | -22.1% |
| YTD | +14.2% | +30.6% | -16.4% | +9.2% |
| 1Y | +13.0% | +10.9% | +2.1% | +10.9% |
| 3Y | +4.2% | -2.0% | +6.2% | +3.0% |
| 5Y | +17.9% | -72.6% | +90.5% | +35.8% |
| 10Y | +220.4% | +197.9% | +22.6% | +155.8% |
| All | +2,828.2% | +14,456.1% | -11,627.9% | +2,094.9% |
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