+7.0%
DUOL vs MTCH
-72.9%
+79.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.7% |
| 7D | -7.0% | +1.3% | -8.2% | -7.5% |
| 30D | +6.7% | +15.9% | -9.2% | -0.2% |
| 3M | +16.0% | +23.3% | -7.3% | +5.3% |
| 6M | +45.4% | +40.1% | +5.3% | +23.8% |
| YTD | -18.1% | +33.6% | -51.7% | -28.8% |
| 1Y | -53.6% | +14.1% | -67.6% | -56.6% |
| 3Y | -11.0% | +1.4% | -12.4% | -16.6% |
| 5Y | -17.1% | -73.1% | +56.0% | +58.3% |
| All | +7.0% | -72.9% | +79.9% | +84.4% |
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