+1,636.5%
DUK vs MTCH
+14,593.1%
-12,956.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -0.9% |
| 7D | -1.7% | -1.4% | -0.2% | -1.6% |
| 30D | -2.2% | +13.6% | -15.9% | -3.0% |
| 3M | -3.7% | +22.4% | -26.1% | -4.9% |
| 6M | -6.3% | +37.2% | -43.5% | -8.3% |
| YTD | +4.5% | +31.8% | -27.3% | +2.5% |
| 1Y | +1.8% | +12.9% | -11.1% | +0.8% |
| 3Y | +46.8% | -1.1% | +47.9% | +45.2% |
| 5Y | +40.2% | -73.5% | +113.7% | +47.7% |
| 10Y | +129.8% | +200.7% | -70.9% | +103.1% |
| All | +1,636.5% | +14,593.1% | -12,956.5% | +1,297.0% |
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