+180.6%
DVA vs MTCH
+208.0%
-27.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.2% | 0.0% |
| 7D | -1.3% | +1.3% | -2.6% | -1.4% |
| 30D | 0.0% | +15.9% | -15.9% | -1.3% |
| 3M | -10.9% | +23.3% | -34.2% | -12.5% |
| 6M | +17.3% | +40.1% | -22.9% | +13.9% |
| YTD | +59.8% | +33.6% | +26.2% | +55.5% |
| 1Y | +36.3% | +14.1% | +22.2% | +34.4% |
| 3Y | +88.6% | +1.4% | +87.2% | +85.4% |
| 5Y | +47.5% | -73.1% | +120.7% | +57.8% |
| All | +180.6% | +208.0% | -27.5% | +174.0% |
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