+375.5%
RY vs MTCH
+188.8%
+186.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | -0.5% | -2.4% | +1.9% | -0.2% |
| 30D | -1.9% | +12.8% | -14.7% | -3.5% |
| 3M | +5.1% | +20.0% | -14.8% | +2.3% |
| 6M | +28.2% | +34.7% | -6.6% | +22.6% |
| YTD | +22.9% | +30.6% | -7.7% | +17.9% |
| 1Y | +45.5% | +10.9% | +34.5% | +42.5% |
| 3Y | +156.7% | -2.0% | +158.7% | +151.0% |
| 5Y | +137.7% | -72.6% | +210.3% | +166.2% |
| 10Y | +375.5% | +197.9% | +177.6% | +290.6% |
| All | +375.5% | +188.8% | +186.8% | +290.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling