-99.9%
DFNS vs MTCH
-54.4%
-45.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.7% |
| 7D | +0.8% | -1.8% | +2.6% | +0.8% |
| 30D | -73.2% | +10.4% | -83.7% | -73.3% |
| 3M | -72.4% | +21.0% | -93.4% | -72.4% |
| 6M | -95.2% | +36.6% | -131.8% | -95.2% |
| YTD | -98.0% | +29.7% | -127.7% | -98.0% |
| 1Y | -98.3% | +8.6% | -106.9% | -98.3% |
| 3Y | -99.9% | -2.7% | -97.2% | -99.9% |
| 5Y | -99.9% | -72.9% | -26.9% | -99.9% |
| All | -99.9% | -54.4% | -45.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling