+348.6%
RY vs MTCH
+142.9%
+205.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +0.6% | +6.7% | -6.1% | -0.3% |
| 30D | +5.0% | -1.8% | +6.9% | +5.2% |
| 3M | -5.3% | +12.2% | -17.5% | -7.0% |
| 6M | +13.8% | +16.6% | -2.8% | +11.0% |
| YTD | +21.0% | +31.8% | -10.9% | +15.7% |
| 1Y | +40.5% | +30.8% | +9.7% | +34.5% |
| 3Y | +159.7% | +49.6% | +110.0% | +140.0% |
| 5Y | +124.3% | -70.3% | +194.7% | +148.9% |
| All | +348.6% | +142.9% | +205.8% | +286.7% |
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