+1,353.1%
DOC vs MTCH
+14,607.1%
-13,254.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.7% |
| 7D | -1.5% | +0.7% | -2.2% | -1.6% |
| 30D | -4.8% | +9.7% | -14.5% | -5.7% |
| 3M | +6.9% | +21.1% | -14.2% | +4.6% |
| 6M | +20.7% | +37.5% | -16.7% | +16.4% |
| YTD | +34.1% | +31.9% | +2.2% | +29.8% |
| 1Y | +22.6% | +14.6% | +8.1% | +20.4% |
| 3Y | +20.8% | -6.2% | +27.0% | +19.6% |
| 5Y | -24.9% | -70.6% | +45.7% | -18.5% |
| 10Y | -1.8% | +185.6% | -187.4% | -17.0% |
| All | +1,353.1% | +14,607.1% | -13,254.0% | +982.3% |
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 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