+3.6%
DG vs MTCH
-2.2%
+5.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.4% |
| 7D | -6.3% | -1.4% | -4.9% | -6.1% |
| 30D | +2.4% | +13.6% | -11.2% | +0.7% |
| 3M | +12.4% | +22.4% | -10.0% | +9.5% |
| 6M | -14.9% | +37.2% | -52.1% | -18.2% |
| YTD | -6.1% | +31.8% | -37.8% | -9.4% |
| 1Y | +17.9% | +12.9% | +5.0% | +15.3% |
| All | +3.6% | -2.2% | +5.8% | -5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling