-37.1%
DOCS vs MTCH
-73.2%
+36.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | +2.6% | +6.7% | -4.1% | -0.6% |
| 30D | +11.4% | -1.8% | +13.2% | +12.1% |
| 3M | +25.4% | +12.2% | +13.2% | +18.0% |
| 6M | +42.5% | +16.6% | +25.9% | +32.0% |
| YTD | -24.7% | +31.8% | -56.6% | -34.7% |
| 1Y | -32.9% | +30.8% | -63.8% | -41.6% |
| 3Y | +39.6% | +49.6% | -10.0% | +4.4% |
| 5Y | -54.6% | -70.3% | +15.7% | -25.0% |
| All | -37.1% | -73.2% | +36.1% | -3.6% |
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