+539.1%
DG vs MTCH
+708.0%
-168.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.7% |
| 7D | -4.8% | -2.4% | -2.4% | -4.6% |
| 30D | +1.8% | +12.8% | -11.0% | +0.4% |
| 3M | +14.5% | +20.0% | -5.5% | +12.2% |
| 6M | -13.6% | +34.7% | -48.3% | -16.3% |
| YTD | -4.8% | +30.6% | -35.4% | -7.8% |
| 1Y | +21.6% | +10.9% | +10.6% | +19.8% |
| 3Y | +4.5% | -2.0% | +6.5% | +2.7% |
| 5Y | -38.5% | -72.6% | +34.2% | -32.3% |
| 10Y | +102.2% | +197.9% | -95.7% | +59.3% |
| All | +539.1% | +708.0% | -168.9% | +264.9% |
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