-98.3%
DFNS vs MTCH
+14.2%
-112.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -4.4% |
| 7D | -6.3% | +1.3% | -7.6% | -8.1% |
| 30D | -74.0% | +15.9% | -89.8% | -80.8% |
| 3M | -70.1% | +23.3% | -93.4% | -78.2% |
| 6M | -93.9% | +40.1% | -134.1% | -96.1% |
| YTD | -98.1% | +33.6% | -131.7% | -98.7% |
| 1Y | -98.3% | +14.1% | -112.4% | -98.7% |
| All | -98.3% | +14.2% | -112.5% | -98.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling