+6.0%
DT vs MTCH
-2.2%
+8.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.4% |
| 7D | -2.5% | -1.4% | -1.1% | -2.2% |
| 30D | +3.5% | +13.6% | -10.1% | +0.5% |
| 3M | +26.7% | +22.4% | +4.3% | +20.2% |
| 6M | +36.1% | +37.2% | -1.0% | +25.3% |
| YTD | +18.6% | +31.8% | -13.1% | +10.2% |
| 1Y | +7.9% | +12.9% | -5.0% | +3.1% |
| All | +6.0% | -2.2% | +8.3% | -3.7% |
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 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