+44.0%
DLTR vs MTCH
+27.4%
+16.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +4.4% | +5.2% | +8.6% |
| 7D | +15.6% | -4.4% | +20.0% | +16.4% |
| 30D | +29.9% | -0.3% | +30.2% | +29.6% |
| 3M | +12.5% | -2.0% | +14.5% | +12.4% |
| 6M | +56.3% | +6.4% | +49.9% | +53.2% |
| YTD | +19.5% | +27.3% | -7.8% | +16.0% |
| 1Y | +44.0% | +30.3% | +13.7% | +36.7% |
| All | +44.0% | +27.4% | +16.6% | +36.7% |
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