-17.1%
DECK vs MTCH
+47.1%
-64.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.8% |
| 7D | +0.1% | +6.7% | -6.5% | -1.6% |
| 30D | +4.8% | -1.8% | +6.6% | +5.1% |
| 3M | -6.9% | +12.2% | -19.2% | -10.0% |
| 6M | -7.6% | +16.6% | -24.2% | -11.7% |
| YTD | -16.3% | +31.8% | -48.1% | -22.7% |
| 1Y | +4.5% | +30.8% | -26.4% | -3.4% |
| 3Y | -17.1% | +49.6% | -66.7% | -26.0% |
| All | -17.1% | +47.1% | -64.2% | -26.0% |
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