+84.2%
DOCN vs MTCH
-72.0%
+156.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.7% | +7.3% | +7.6% |
| 7D | -12.8% | -6.6% | -6.2% | -9.4% |
| 30D | -41.9% | -4.4% | -37.6% | -40.8% |
| 3M | -36.9% | +6.0% | -42.9% | -40.8% |
| 6M | -52.2% | +7.4% | -59.7% | -56.1% |
| YTD | +62.7% | +24.5% | +38.3% | +34.8% |
| 1Y | +58.2% | +22.3% | +36.0% | +32.8% |
| 3Y | +219.5% | +42.4% | +177.1% | +123.1% |
| 5Y | -32.9% | -73.6% | +40.7% | +51.9% |
| All | +84.2% | -72.0% | +156.2% | +284.4% |
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