-38.0%
DOCS vs MTCH
-74.7%
+36.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.8% |
| 7D | 0.0% | -6.6% | +6.6% | +3.1% |
| 30D | +7.8% | -4.4% | +12.1% | +9.8% |
| 3M | +20.0% | +6.0% | +14.0% | +16.1% |
| 6M | +26.5% | +7.4% | +19.1% | +21.6% |
| YTD | -25.8% | +24.5% | -50.2% | -33.8% |
| 1Y | -39.5% | +22.3% | -61.7% | -45.6% |
| 3Y | +60.3% | +42.4% | +18.0% | +22.9% |
| 5Y | -57.0% | -73.6% | +16.5% | -26.2% |
| All | -38.0% | -74.7% | +36.7% | -2.3% |
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