+24.6%
DECK vs MTCH
-74.5%
+99.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.1% |
| 7D | +5.8% | -5.7% | +11.5% | +7.6% |
| 30D | +7.9% | -4.5% | +12.4% | +9.2% |
| 3M | -11.4% | +7.1% | -18.5% | -13.5% |
| 6M | -16.6% | +3.8% | -20.3% | -18.1% |
| YTD | -16.4% | +23.6% | -40.0% | -22.4% |
| 1Y | +8.6% | +22.2% | -13.6% | +1.1% |
| 3Y | -15.1% | +43.6% | -58.7% | -28.0% |
| All | +24.6% | -74.5% | +99.1% | +108.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling