+1,334.2%
DOC vs MTCH
+14,097.9%
-12,763.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.4% | -1.3% | +2.6% |
| 7D | +8.7% | -4.4% | +13.1% | +9.2% |
| 30D | +7.6% | -0.3% | +7.9% | +7.6% |
| 3M | -5.3% | -2.0% | -3.3% | -5.2% |
| 6M | +27.6% | +6.4% | +21.2% | +26.4% |
| YTD | +32.4% | +27.3% | +5.1% | +28.4% |
| 1Y | +22.9% | +30.3% | -7.5% | +18.8% |
| 3Y | +43.1% | +43.0% | +0.1% | +35.7% |
| 5Y | -21.4% | -73.2% | +51.8% | -13.8% |
| 10Y | +16.8% | +185.3% | -168.5% | -1.2% |
| All | +1,334.2% | +14,097.9% | -12,763.7% | +971.0% |
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