+603.6%
RVMD vs MTCH
-41.9%
+645.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.4% |
| 7D | -3.6% | -1.4% | -2.1% | -3.1% |
| 30D | -1.1% | +13.6% | -14.7% | -5.8% |
| 3M | +41.0% | +22.4% | +18.6% | +29.7% |
| 6M | +105.7% | +37.2% | +68.5% | +81.8% |
| YTD | +155.3% | +31.8% | +123.5% | +126.9% |
| 1Y | +402.7% | +12.9% | +389.8% | +371.9% |
| 3Y | +533.1% | -1.1% | +534.2% | +494.8% |
| 5Y | +583.5% | -73.5% | +657.0% | +946.5% |
| All | +603.6% | -41.9% | +645.5% | +657.6% |
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