+134.2%
DTE vs MTCH
+208.0%
-73.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.4% |
| 7D | -2.6% | +1.3% | -3.8% | -2.7% |
| 30D | -4.4% | +15.9% | -20.3% | -5.7% |
| 3M | -8.3% | +23.3% | -31.6% | -10.3% |
| 6M | -8.1% | +40.1% | -48.2% | -11.2% |
| YTD | +4.4% | +33.6% | -29.2% | +1.1% |
| 1Y | +0.2% | +14.1% | -13.9% | -1.6% |
| 3Y | +42.6% | +1.4% | +41.2% | +39.8% |
| 5Y | +31.5% | -73.1% | +104.6% | +43.3% |
| All | +134.2% | +208.0% | -73.8% | +100.4% |
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