+45.7%
DVA vs MTCH
-73.3%
+119.0%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.2% | 0.0% |
| 7D | -1.3% | +1.3% | -2.6% | -1.5% |
| 30D | 0.0% | +15.9% | -15.9% | -1.7% |
| 3M | -10.9% | +23.3% | -34.2% | -12.8% |
| 6M | +17.3% | +40.1% | -22.9% | +13.0% |
| YTD | +59.8% | +33.6% | +26.2% | +54.4% |
| 1Y | +36.3% | +14.1% | +22.2% | +34.1% |
| 3Y | +88.6% | +1.4% | +87.2% | +84.8% |
| All | +45.7% | -73.3% | +119.0% | +70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling