+10,957.2%
RTX vs MTCH
+14,607.1%
-3,650.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.7% | -0.5% |
| 7D | -5.2% | +0.7% | -5.8% | -5.3% |
| 30D | -9.4% | +9.7% | -19.1% | -10.6% |
| 3M | +12.3% | +21.1% | -8.8% | +9.0% |
| 6M | -3.1% | +37.5% | -40.6% | -7.8% |
| YTD | +10.7% | +31.9% | -21.2% | +5.7% |
| 1Y | +28.4% | +14.6% | +13.9% | +24.9% |
| 3Y | +147.1% | -6.2% | +153.2% | +142.2% |
| 5Y | +167.2% | -70.6% | +237.8% | +198.4% |
| 10Y | +274.7% | +185.6% | +89.1% | +190.1% |
| All | +10,957.2% | +14,607.1% | -3,650.0% | +6,669.4% |
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