+351.3%
DAL vs MTCH
+391.9%
-40.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.3% |
| 7D | +0.1% | +0.7% | -0.5% | -0.2% |
| 30D | -13.9% | +9.7% | -23.7% | -16.8% |
| 3M | +1.1% | +21.1% | -20.0% | -6.0% |
| 6M | +26.2% | +37.5% | -11.2% | +12.1% |
| YTD | +16.4% | +31.9% | -15.5% | +4.6% |
| 1Y | +33.9% | +14.6% | +19.3% | +26.3% |
| 3Y | +93.4% | -6.2% | +99.5% | +88.8% |
| 5Y | +106.4% | -70.6% | +176.9% | +182.5% |
| 10Y | +143.0% | +185.6% | -42.6% | +4.2% |
| All | +351.3% | +391.9% | -40.7% | -22.3% |
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 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