+17,141.6%
DE vs MTCH
+14,593.1%
+2,548.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | 0.0% |
| 7D | -2.4% | -1.4% | -0.9% | -2.2% |
| 30D | +9.7% | +13.6% | -3.9% | +7.9% |
| 3M | +21.4% | +22.4% | -1.0% | +18.0% |
| 6M | +15.0% | +37.2% | -22.2% | +9.9% |
| YTD | +46.4% | +31.8% | +14.6% | +40.5% |
| 1Y | +45.6% | +12.9% | +32.7% | +42.4% |
| 3Y | +76.8% | -1.1% | +77.9% | +73.2% |
| 5Y | +99.4% | -73.5% | +172.9% | +123.5% |
| 10Y | +864.6% | +200.7% | +663.9% | +659.8% |
| All | +17,141.6% | +14,593.1% | +2,548.5% | +12,405.8% |
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