+60.6%
DVA vs MTCH
+27.4%
+33.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.4% | +1.3% | +5.6% |
| 7D | +4.7% | -4.4% | +9.1% | +4.8% |
| 30D | +7.8% | -0.3% | +8.1% | +7.7% |
| 3M | -15.5% | -2.0% | -13.5% | -15.8% |
| 6M | +25.0% | +6.4% | +18.6% | +26.3% |
| YTD | +69.6% | +27.3% | +42.2% | +82.3% |
| 1Y | +60.6% | +30.3% | +30.3% | +69.5% |
| All | +60.6% | +27.4% | +33.2% | +69.5% |
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 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