+98.2%
DG vs MTCH
+208.0%
-109.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.2% |
| 7D | -6.5% | +1.3% | -7.7% | -6.6% |
| 30D | +4.2% | +15.9% | -11.7% | +2.6% |
| 3M | +9.5% | +23.3% | -13.8% | +7.2% |
| 6M | -13.1% | +40.1% | -53.3% | -16.1% |
| YTD | -4.8% | +33.6% | -38.4% | -7.8% |
| 1Y | +20.6% | +14.1% | +6.5% | +18.6% |
| 3Y | +4.9% | +1.4% | +3.5% | +2.9% |
| 5Y | -37.9% | -73.1% | +35.3% | -32.1% |
| All | +98.2% | +208.0% | -109.9% | +71.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling