+60.1%
DOCN vs MTCH
-72.9%
+133.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.3% | +4.1% | +3.7% |
| 7D | +1.1% | +0.7% | +0.5% | +0.5% |
| 30D | -9.6% | +9.7% | -19.4% | -16.0% |
| 3M | -37.7% | +21.1% | -58.8% | -46.5% |
| 6M | +115.2% | +37.5% | +77.7% | +69.5% |
| YTD | +133.7% | +31.9% | +101.8% | +88.0% |
| 1Y | +250.2% | +14.6% | +235.6% | +210.0% |
| 3Y | +320.3% | -6.2% | +326.5% | +301.8% |
| All | +60.1% | -72.9% | +133.0% | +307.7% |
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