-11.0%
DUOL vs MTCH
-0.9%
-10.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.5% |
| 7D | -7.0% | +1.3% | -8.2% | -7.3% |
| 30D | +6.7% | +15.9% | -9.2% | +1.8% |
| 3M | +16.0% | +23.3% | -7.3% | +8.7% |
| 6M | +45.4% | +40.1% | +5.3% | +30.6% |
| YTD | -18.1% | +33.6% | -51.7% | -25.3% |
| 1Y | -53.6% | +14.1% | -67.6% | -56.0% |
| 3Y | -11.0% | +1.4% | -12.4% | -19.3% |
| All | -11.0% | -0.9% | -10.1% | -19.3% |
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