+13.7%
DOC vs MTCH
+167.7%
-154.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.2% |
| 7D | +6.2% | -8.2% | +14.4% | +7.6% |
| 30D | +6.5% | -3.6% | +10.1% | +6.9% |
| 3M | -6.2% | +3.2% | -9.4% | -6.9% |
| 6M | +25.6% | +5.1% | +20.5% | +24.0% |
| YTD | +32.1% | +24.0% | +8.1% | +26.7% |
| 1Y | +20.3% | +20.7% | -0.4% | +15.8% |
| 3Y | +42.7% | +39.2% | +3.5% | +32.2% |
| 5Y | -22.2% | -74.5% | +52.3% | -11.6% |
| All | +13.7% | +167.7% | -154.0% | +3.4% |
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