+11.1%
DLR vs MTCH
+14.2%
-3.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.4% | +1.6% |
| 7D | +0.1% | +1.3% | -1.2% | -0.1% |
| 30D | -4.3% | +15.9% | -20.2% | -6.2% |
| 3M | +3.8% | +23.3% | -19.4% | +0.8% |
| 6M | +5.8% | +40.1% | -34.3% | +1.9% |
| YTD | +23.5% | +33.6% | -10.0% | +18.8% |
| 1Y | +11.1% | +14.1% | -3.0% | +4.6% |
| All | +11.1% | +14.2% | -3.1% | +4.6% |
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