+877.2%
DECK vs MTCH
+166.8%
+710.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.1% |
| 7D | +5.8% | -5.7% | +11.5% | +7.3% |
| 30D | +7.9% | -4.5% | +12.4% | +9.0% |
| 3M | -11.4% | +7.1% | -18.5% | -13.2% |
| 6M | -16.6% | +3.8% | -20.3% | -17.8% |
| YTD | -16.4% | +23.6% | -40.0% | -21.5% |
| 1Y | +8.6% | +22.2% | -13.6% | +2.2% |
| 3Y | -15.1% | +43.6% | -58.7% | -25.5% |
| 5Y | +22.9% | -74.6% | +97.5% | +59.3% |
| All | +877.2% | +166.8% | +710.4% | +801.0% |
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