+1,106.1%
DIA vs MTCH
+1,230.0%
-123.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | -1.2% | -2.4% | +1.1% | -0.8% |
| 30D | -2.7% | +12.8% | -15.5% | -4.9% |
| 3M | +3.3% | +20.0% | -16.7% | -0.5% |
| 6M | +10.4% | +34.7% | -24.3% | +3.9% |
| YTD | +10.0% | +30.6% | -20.6% | +3.9% |
| 1Y | +16.2% | +10.9% | +5.2% | +13.0% |
| 3Y | +58.7% | -2.0% | +60.8% | +54.0% |
| 5Y | +63.6% | -72.6% | +136.2% | +93.3% |
| 10Y | +251.0% | +197.9% | +53.2% | +134.8% |
| All | +1,106.1% | +1,230.0% | -123.9% | +387.3% |
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 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