+125.6%
DAL vs MTCH
+144.3%
-18.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | 0.0% |
| 7D | +10.7% | +3.7% | +7.0% | +9.7% |
| 30D | +12.5% | -2.8% | +15.3% | +13.2% |
| 3M | +3.6% | +9.3% | -5.6% | +0.7% |
| 6M | +26.7% | +9.2% | +17.6% | +22.8% |
| YTD | +34.3% | +26.5% | +7.8% | +24.5% |
| 1Y | +59.1% | +22.6% | +36.5% | +48.8% |
| 3Y | +179.9% | +40.8% | +139.1% | +147.8% |
| 5Y | +119.1% | -72.9% | +192.0% | +182.6% |
| 10Y | +125.6% | +152.4% | -26.8% | +77.4% |
| All | +125.6% | +144.3% | -18.7% | +77.4% |
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