-38.5%
DUOL vs MTCH
+27.4%
-65.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.0% | +4.4% | +21.6% | +22.9% |
| 7D | +19.3% | -4.4% | +23.7% | +22.8% |
| 30D | +9.6% | -0.3% | +9.9% | +9.5% |
| 3M | +17.1% | -2.0% | +19.1% | +17.7% |
| 6M | +46.3% | +6.4% | +39.9% | +40.2% |
| YTD | -8.1% | +27.3% | -35.5% | -21.6% |
| 1Y | -38.5% | +30.3% | -68.8% | -49.1% |
| All | -38.5% | +27.4% | -65.9% | -49.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling