-100.0%
DFNS vs MTCH
-70.4%
-29.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -5.5% |
| 7D | -6.0% | +6.7% | -12.6% | -6.1% |
| 30D | -71.2% | -1.8% | -69.4% | -71.2% |
| 3M | -94.5% | +12.2% | -106.8% | -94.6% |
| 6M | -96.5% | +16.6% | -113.1% | -96.5% |
| YTD | -99.6% | +31.8% | -131.5% | -99.6% |
| 1Y | -99.7% | +30.8% | -130.5% | -99.7% |
| 3Y | -100.0% | +49.6% | -149.6% | -100.0% |
| All | -100.0% | -70.4% | -29.6% | -100.0% |
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 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