+70.5%
DOCN vs MTCH
-72.2%
+142.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.7% |
| 7D | -19.2% | -5.7% | -13.4% | -16.5% |
| 30D | -43.1% | -4.5% | -38.6% | -41.9% |
| 3M | -40.7% | +7.1% | -47.8% | -44.7% |
| 6M | -55.0% | +3.8% | -58.8% | -57.6% |
| YTD | +50.6% | +23.6% | +27.0% | +25.3% |
| 1Y | +54.0% | +22.2% | +31.7% | +29.1% |
| 3Y | +203.9% | +43.6% | +160.3% | +111.2% |
| 5Y | -29.4% | -74.6% | +45.2% | +62.1% |
| All | +70.5% | -72.2% | +142.7% | +257.2% |
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