-27.4%
DOCN vs MTCH
-70.9%
+43.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +3.0% | +3.1% |
| 7D | +27.4% | +6.7% | +20.7% | +22.4% |
| 30D | -29.7% | -1.4% | -28.4% | -29.5% |
| 3M | -32.5% | +14.8% | -47.3% | -39.9% |
| 6M | -42.2% | +19.4% | -61.5% | -50.6% |
| YTD | +87.2% | +32.3% | +54.9% | +47.6% |
| 1Y | +86.2% | +29.5% | +56.7% | +49.1% |
| 3Y | +257.4% | +47.2% | +210.2% | +138.1% |
| 5Y | -27.4% | -70.2% | +42.9% | +173.7% |
| All | -27.4% | -70.9% | +43.5% | +173.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling