-38.7%
DOCS vs MTCH
-74.9%
+36.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -0.8% | -5.7% | +5.0% | +1.9% |
| 30D | +17.4% | -4.5% | +21.9% | +19.7% |
| 3M | +57.4% | +7.1% | +50.2% | +51.8% |
| 6M | +26.5% | +3.8% | +22.8% | +23.4% |
| YTD | -26.6% | +23.6% | -50.2% | -34.3% |
| 1Y | -48.1% | +22.2% | -70.3% | -53.3% |
| 3Y | +52.6% | +43.6% | +9.0% | +16.2% |
| 5Y | -52.1% | -74.6% | +22.5% | -17.0% |
| All | -38.7% | -74.9% | +36.2% | -3.1% |
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