+11,131.7%
RY vs MTCH
+1,935.3%
+9,196.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.2% | -3.7% | 0.0% |
| 7D | -3.0% | +3.5% | -6.5% | -3.5% |
| 30D | +6.3% | +0.3% | +6.0% | +6.1% |
| 3M | -2.6% | +13.7% | -16.3% | -4.6% |
| 6M | +13.9% | +17.6% | -3.7% | +10.8% |
| YTD | +21.7% | +31.8% | -10.2% | +16.1% |
| 1Y | +40.4% | +29.2% | +11.2% | +34.3% |
| 3Y | +161.3% | +46.7% | +114.6% | +141.3% |
| 5Y | +126.5% | -70.9% | +197.4% | +154.3% |
| 10Y | +354.3% | +155.1% | +199.3% | +247.4% |
| All | +11,131.7% | +1,935.3% | +9,196.4% | +5,683.7% |
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 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