+9,255.3%
DGX vs MTCH
+2,940.0%
+6,315.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.8% | -2.0% |
| 7D | -3.5% | -1.4% | -2.0% | -3.3% |
| 30D | -2.7% | +13.6% | -16.3% | -4.4% |
| 3M | +13.9% | +22.4% | -8.5% | +10.5% |
| 6M | +16.0% | +37.2% | -21.2% | +10.6% |
| YTD | +34.9% | +31.8% | +3.1% | +29.1% |
| 1Y | +30.6% | +12.9% | +17.7% | +27.5% |
| 3Y | +93.0% | -1.1% | +94.1% | +88.0% |
| 5Y | +64.4% | -73.5% | +137.9% | +86.4% |
| 10Y | +248.1% | +200.7% | +47.4% | +148.0% |
| All | +9,255.3% | +2,940.0% | +6,315.3% | +4,032.4% |
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