+45.7%
DUK vs MTCH
-0.9%
+46.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.3% | 0.0% |
| 7D | -0.7% | +1.3% | -1.9% | -0.7% |
| 30D | -2.4% | +15.9% | -18.3% | -3.1% |
| 3M | -3.0% | +23.3% | -26.3% | -3.9% |
| 6M | -6.6% | +40.1% | -46.7% | -8.1% |
| YTD | +4.6% | +33.6% | -29.0% | +3.0% |
| 1Y | +1.2% | +14.1% | -12.8% | +0.7% |
| 3Y | +45.7% | +1.4% | +44.2% | +55.1% |
| All | +45.7% | -0.9% | +46.6% | +55.1% |
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