-28.0%
DHR vs MTCH
-73.3%
+45.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.5% |
| 7D | -3.6% | +1.3% | -4.9% | -3.9% |
| 30D | -2.7% | +15.9% | -18.6% | -5.9% |
| 3M | +10.9% | +23.3% | -12.3% | +5.5% |
| 6M | +3.0% | +40.1% | -37.1% | -5.0% |
| YTD | -12.2% | +33.6% | -45.8% | -18.3% |
| 1Y | +3.3% | +14.1% | -10.8% | -0.7% |
| 3Y | -8.2% | +1.4% | -9.6% | -12.1% |
| All | -28.0% | -73.3% | +45.2% | -25.3% |
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 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