+110.9%
DT vs MTCH
-43.1%
+154.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.4% | -2.5% |
| 7D | -4.9% | -1.8% | -3.0% | -4.2% |
| 30D | +2.7% | +10.4% | -7.7% | -1.3% |
| 3M | +20.0% | +21.0% | -1.0% | +10.6% |
| 6M | +28.0% | +36.6% | -8.6% | +12.1% |
| YTD | +16.0% | +29.7% | -13.6% | +3.7% |
| 1Y | +0.7% | +8.6% | -7.9% | -4.0% |
| 3Y | +6.2% | -2.7% | +8.9% | +0.3% |
| 5Y | -28.1% | -72.9% | +44.8% | +12.3% |
| All | +110.9% | -43.1% | +154.0% | +117.0% |
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 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