+135.0%
DAL vs MTCH
+188.8%
-53.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -0.9% | -0.5% |
| 7D | +0.8% | -2.4% | +3.2% | +1.4% |
| 30D | -11.7% | +12.8% | -24.5% | -14.8% |
| 3M | -2.7% | +20.0% | -22.7% | -7.9% |
| 6M | +30.7% | +34.7% | -4.1% | +19.6% |
| YTD | +14.4% | +30.6% | -16.2% | +5.4% |
| 1Y | +31.2% | +10.9% | +20.3% | +26.4% |
| 3Y | +99.4% | -2.0% | +101.5% | +93.3% |
| 5Y | +98.6% | -72.6% | +171.2% | +154.3% |
| 10Y | +135.0% | +197.9% | -62.9% | +73.0% |
| All | +135.0% | +188.8% | -53.8% | +73.0% |
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