+2,130.1%
DTE vs MTCH
+14,593.1%
-12,463.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.3% |
| 7D | -2.0% | -1.4% | -0.6% | -1.9% |
| 30D | -2.4% | +13.6% | -16.0% | -3.3% |
| 3M | -7.3% | +22.4% | -29.7% | -8.6% |
| 6M | -7.6% | +37.2% | -44.8% | -9.8% |
| YTD | +5.8% | +31.8% | -26.0% | +3.5% |
| 1Y | +2.3% | +12.9% | -10.6% | +1.1% |
| 3Y | +45.0% | -1.1% | +46.1% | +43.3% |
| 5Y | +33.2% | -73.5% | +106.7% | +40.9% |
| 10Y | +141.4% | +200.7% | -59.3% | +114.3% |
| All | +2,130.1% | +14,593.1% | -12,463.0% | +1,700.8% |
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