+851.5%
DE vs MTCH
+208.0%
+643.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.5% |
| 7D | -2.6% | +1.3% | -3.8% | -2.8% |
| 30D | +9.0% | +15.9% | -6.9% | +6.6% |
| 3M | +19.1% | +23.3% | -4.1% | +15.1% |
| 6M | +14.4% | +40.1% | -25.8% | +8.0% |
| YTD | +45.9% | +33.6% | +12.4% | +38.5% |
| 1Y | +43.6% | +14.1% | +29.5% | +39.6% |
| 3Y | +75.9% | +1.4% | +74.5% | +70.6% |
| 5Y | +98.8% | -73.1% | +171.9% | +127.1% |
| All | +851.5% | +208.0% | +643.5% | +663.5% |
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