+91.1%
DASH vs MTCH
+47.1%
+44.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.5% |
| 7D | -4.5% | +6.7% | -11.2% | -6.7% |
| 30D | -6.8% | -1.8% | -5.0% | -6.3% |
| 3M | -20.7% | +12.2% | -32.9% | -23.7% |
| 6M | +15.1% | +16.6% | -1.6% | +9.1% |
| YTD | -24.3% | +31.8% | -56.1% | -30.7% |
| 1Y | -12.1% | +30.8% | -43.0% | -19.5% |
| 3Y | +91.1% | +49.6% | +41.4% | +59.1% |
| All | +91.1% | +47.1% | +44.0% | +59.1% |
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