-37.3%
DOCS vs MTCH
-73.2%
+35.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.2% | -1.8% | +0.5% |
| 7D | -4.2% | +3.5% | -7.7% | -5.7% |
| 30D | +8.6% | +0.3% | +8.4% | +8.2% |
| 3M | +27.2% | +13.7% | +13.5% | +19.0% |
| 6M | +26.5% | +17.6% | +8.9% | +16.6% |
| YTD | -25.0% | +31.8% | -56.8% | -34.9% |
| 1Y | -37.0% | +29.2% | -66.2% | -44.8% |
| 3Y | +39.4% | +46.7% | -7.3% | +5.4% |
| 5Y | -56.7% | -70.9% | +14.2% | -28.1% |
| All | -37.3% | -73.2% | +35.9% | -4.0% |
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