+4,349.8%
DVA vs MTCH
+2,104.0%
+2,245.9%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.9% | -1.0% |
| 7D | -0.2% | -1.4% | +1.3% | 0.0% |
| 30D | +1.7% | +13.6% | -12.0% | +0.1% |
| 3M | -8.7% | +22.4% | -31.1% | -10.9% |
| 6M | +19.7% | +37.2% | -17.5% | +15.0% |
| YTD | +59.6% | +31.8% | +27.8% | +53.6% |
| 1Y | +37.1% | +12.9% | +24.2% | +34.3% |
| 3Y | +89.8% | -1.1% | +90.9% | +85.6% |
| 5Y | +47.4% | -73.5% | +120.9% | +65.1% |
| 10Y | +184.9% | +200.7% | -15.8% | +115.2% |
| All | +4,349.8% | +2,104.0% | +2,245.9% | +2,085.0% |
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 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