+57.3%
DRAM vs MTCH
+37.2%
+20.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.0% | -2.6% |
| 7D | +18.0% | +6.7% | +11.3% | +18.2% |
| 30D | -17.4% | -1.4% | -16.0% | -17.6% |
| 3M | -20.3% | +14.8% | -35.1% | -21.1% |
| 6M | -14.9% | +19.4% | -34.3% | -17.9% |
| All | +57.3% | +37.2% | +20.1% | +36.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling