-37.7%
DG vs MTCH
-73.3%
+35.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.1% |
| 6M | -13.1% | +40.1% | -53.3% | -16.0% |
| YTD | -4.8% | +33.6% | -38.4% | -7.7% |
| 1Y | +20.6% | +14.1% | +6.5% | +18.5% |
| 3Y | +4.9% | +1.4% | +3.5% | +2.5% |
| All | -37.7% | -73.3% | +35.5% | -33.0% |
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