+24.9%
DBX vs MTCH
+5.3%
+19.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.1% |
| 7D | +2.1% | +1.3% | +0.8% | +1.8% |
| 30D | +5.7% | +15.9% | -10.1% | +1.8% |
| 3M | +31.8% | +23.3% | +8.5% | +24.8% |
| 6M | +37.5% | +40.1% | -2.7% | +26.1% |
| YTD | +27.9% | +33.6% | -5.7% | +18.5% |
| 1Y | +15.0% | +14.1% | +1.0% | +10.6% |
| 3Y | +27.2% | +1.4% | +25.8% | +22.1% |
| 5Y | +12.8% | -73.1% | +85.9% | +42.1% |
| All | +24.9% | +5.3% | +19.6% | -0.4% |
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