-14.1%
DECK vs MTCH
+39.4%
-53.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -0.9% |
| 7D | +6.0% | -8.2% | +14.2% | +8.3% |
| 30D | +7.4% | -3.6% | +11.0% | +8.3% |
| 3M | -11.7% | +3.2% | -14.8% | -12.6% |
| 6M | -11.0% | +5.1% | -16.0% | -12.6% |
| YTD | -15.4% | +24.0% | -39.4% | -20.6% |
| 1Y | +7.2% | +20.7% | -13.4% | +1.2% |
| All | -14.1% | +39.4% | -53.5% | -24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling