+21.5%
DBX vs MTCH
+2.9%
+18.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.1% |
| 7D | +0.3% | -2.4% | +2.6% | +0.9% |
| 30D | 0.0% | +12.8% | -12.8% | -3.1% |
| 3M | +26.1% | +20.0% | +6.1% | +20.2% |
| 6M | +29.4% | +34.7% | -5.4% | +19.9% |
| YTD | +24.4% | +30.6% | -6.1% | +15.9% |
| 1Y | +10.9% | +10.9% | -0.1% | +7.3% |
| 3Y | +24.1% | -2.0% | +26.1% | +20.2% |
| 5Y | +7.8% | -72.6% | +80.4% | +35.3% |
| All | +21.5% | +2.9% | +18.6% | -2.6% |
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