+3,617.4%
DLR vs MTCH
+638.3%
+2,979.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.0% |
| 7D | +3.4% | -1.8% | +5.2% | +3.8% |
| 30D | -2.2% | +10.4% | -12.7% | -4.5% |
| 3M | +4.7% | +21.0% | -16.3% | -0.1% |
| 6M | +9.0% | +36.6% | -27.6% | +0.9% |
| YTD | +24.1% | +29.7% | -5.5% | +15.9% |
| 1Y | +20.9% | +8.6% | +12.3% | +17.3% |
| 3Y | +60.0% | -2.7% | +62.7% | +53.9% |
| 5Y | +35.3% | -72.9% | +108.2% | +67.4% |
| 10Y | +165.8% | +185.0% | -19.3% | +37.3% |
| All | +3,617.4% | +638.3% | +2,979.1% | +854.6% |
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 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