+46.0%
DGX vs MTCH
+27.4%
+18.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.4% | -1.0% | +3.1% |
| 7D | +4.1% | -4.4% | +8.5% | +4.4% |
| 30D | +10.5% | -0.3% | +10.8% | +10.5% |
| 3M | +9.8% | -2.0% | +11.8% | +10.1% |
| 6M | +34.6% | +6.4% | +28.1% | +34.0% |
| YTD | +49.8% | +27.3% | +22.5% | +45.9% |
| 1Y | +46.0% | +30.3% | +15.7% | +41.3% |
| All | +46.0% | +27.4% | +18.6% | +41.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling