+14.0%
DOC vs MTCH
+174.8%
-160.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.4% | -1.3% | +2.4% |
| 7D | +8.7% | -4.4% | +13.1% | +9.4% |
| 30D | +7.6% | -0.3% | +7.9% | +7.5% |
| 3M | -5.3% | -2.0% | -3.3% | -5.2% |
| 6M | +27.6% | +6.4% | +21.2% | +25.7% |
| YTD | +32.4% | +27.3% | +5.1% | +26.5% |
| 1Y | +22.9% | +30.3% | -7.5% | +16.9% |
| 3Y | +43.1% | +43.0% | +0.1% | +31.9% |
| 5Y | -21.4% | -73.2% | +51.8% | -11.4% |
| All | +14.0% | +174.8% | -160.9% | +3.2% |
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