+63.8%
DIA vs MTCH
-72.5%
+136.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.6% | -0.8% |
| 7D | -3.0% | -1.4% | -1.6% | -2.8% |
| 30D | -3.0% | +13.6% | -16.6% | -4.9% |
| 3M | +4.5% | +22.4% | -17.9% | +1.0% |
| 6M | +9.8% | +37.2% | -27.4% | +4.1% |
| YTD | +9.3% | +31.8% | -22.5% | +4.1% |
| 1Y | +16.0% | +12.9% | +3.1% | +13.0% |
| 3Y | +57.7% | -1.1% | +58.9% | +53.5% |
| 5Y | +63.8% | -73.5% | +137.3% | +86.2% |
| All | +63.8% | -72.5% | +136.3% | +86.2% |
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