-99.9%
DFNS vs MTCH
-72.5%
-27.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.5% |
| 7D | -3.3% | -1.4% | -1.9% | -3.3% |
| 30D | -73.1% | +13.6% | -86.7% | -73.3% |
| 3M | -71.4% | +22.4% | -93.8% | -71.3% |
| 6M | -93.8% | +37.2% | -131.0% | -93.8% |
| YTD | -98.0% | +31.8% | -129.8% | -98.0% |
| 1Y | -98.2% | +12.9% | -111.1% | -98.2% |
| 3Y | -99.9% | -1.1% | -98.8% | -99.9% |
| 5Y | -99.9% | -73.5% | -26.4% | -99.9% |
| All | -99.9% | -72.5% | -27.3% | -99.9% |
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