+726.4%
DECK vs MTCH
+143.8%
+582.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.4% | -4.7% | -4.4% |
| 7D | -3.7% | +6.7% | -10.3% | -5.3% |
| 30D | +0.6% | -1.4% | +2.0% | +0.8% |
| 3M | -7.3% | +14.8% | -22.1% | -10.8% |
| 6M | -10.9% | +19.4% | -30.3% | -15.4% |
| YTD | -18.5% | +32.3% | -50.8% | -24.8% |
| 1Y | +0.2% | +29.5% | -29.3% | -7.2% |
| 3Y | -19.8% | +47.2% | -67.1% | -30.1% |
| 5Y | +18.7% | -70.2% | +88.9% | +48.2% |
| All | +726.4% | +143.8% | +582.7% | +657.5% |
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