+101.8%
DASH vs MTCH
+38.9%
+62.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +0.4% | -5.7% | +6.1% | +2.5% |
| 30D | -6.0% | -4.5% | -1.6% | -4.5% |
| 3M | -15.8% | +7.1% | -22.9% | -17.5% |
| 6M | +7.0% | +3.8% | +3.2% | +5.3% |
| YTD | -20.7% | +23.6% | -44.3% | -25.7% |
| 1Y | -8.5% | +22.2% | -30.8% | -14.1% |
| 3Y | +101.8% | +43.6% | +58.2% | +70.0% |
| All | +101.8% | +38.9% | +62.9% | +70.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling