+11,448.1%
RY vs MTCH
+1,936.4%
+9,511.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.5% |
| 7D | +3.1% | +0.7% | +2.4% | +3.0% |
| 30D | -0.3% | +9.7% | -10.0% | -1.7% |
| 3M | +8.7% | +21.1% | -12.4% | +5.5% |
| 6M | +28.5% | +37.5% | -9.0% | +22.3% |
| YTD | +25.1% | +31.9% | -6.8% | +19.5% |
| 1Y | +46.3% | +14.6% | +31.7% | +42.4% |
| 3Y | +154.9% | -6.2% | +161.1% | +150.6% |
| 5Y | +140.3% | -70.6% | +210.9% | +169.1% |
| 10Y | +377.0% | +185.6% | +191.5% | +258.4% |
| All | +11,448.1% | +1,936.4% | +9,511.7% | +5,856.2% |
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