+105.1%
DOCN vs MTCH
-70.3%
+175.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +4.2% | +5.4% | +7.0% |
| 7D | +3.7% | +3.5% | +0.2% | +2.0% |
| 30D | -33.7% | +0.3% | -33.9% | -34.2% |
| 3M | -27.9% | +13.7% | -41.6% | -35.1% |
| 6M | -46.4% | +17.6% | -64.0% | -53.4% |
| YTD | +81.1% | +31.8% | +49.3% | +45.0% |
| 1Y | +74.3% | +29.2% | +45.1% | +41.4% |
| 3Y | +245.8% | +46.7% | +199.1% | +138.2% |
| 5Y | -23.7% | -70.9% | +47.2% | +64.4% |
| All | +105.1% | -70.3% | +175.4% | +313.4% |
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