+8.1%
DUOL vs MTCH
-73.3%
+81.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.3% | +3.8% |
| 7D | -8.6% | -1.4% | -7.2% | -7.9% |
| 30D | +7.2% | +13.6% | -6.5% | +1.1% |
| 3M | +19.1% | +22.4% | -3.3% | +8.4% |
| 6M | +52.5% | +37.2% | +15.3% | +31.1% |
| YTD | -17.3% | +31.8% | -49.1% | -27.6% |
| 1Y | -49.2% | +12.9% | -62.1% | -52.4% |
| 3Y | -7.3% | -1.1% | -6.1% | -12.0% |
| 5Y | -16.3% | -73.5% | +57.2% | +61.0% |
| All | +8.1% | -73.3% | +81.4% | +87.5% |
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