+1.9%
DLTR vs MTCH
-0.9%
+2.8%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.7% |
| 7D | -10.1% | +1.3% | -11.3% | -10.3% |
| 30D | -8.1% | +15.9% | -24.0% | -10.7% |
| 3M | +2.9% | +23.3% | -20.4% | -1.3% |
| 6M | +4.3% | +40.1% | -35.8% | -2.4% |
| YTD | -3.9% | +33.6% | -37.5% | -9.6% |
| 1Y | +18.9% | +14.1% | +4.8% | +15.2% |
| 3Y | +1.9% | +1.4% | +0.5% | -5.9% |
| All | +1.9% | -0.9% | +2.8% | -5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling