+159.4%
RY vs MTCH
-3.6%
+163.0%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.6% |
| 7D | +2.7% | -1.8% | +4.5% | +2.9% |
| 30D | -1.0% | +10.4% | -11.4% | -2.2% |
| 3M | +7.6% | +21.0% | -13.4% | +4.9% |
| 6M | +29.5% | +36.6% | -7.2% | +23.9% |
| YTD | +24.2% | +29.7% | -5.5% | +19.5% |
| 1Y | +46.4% | +8.6% | +37.8% | +44.1% |
| 3Y | +159.4% | -2.7% | +162.1% | +157.3% |
| All | +159.4% | -3.6% | +163.0% | +157.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling