+95.3%
DOCU vs MTCH
-8.7%
+104.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.3% | -1.5% |
| 7D | -5.5% | -5.7% | +0.2% | -3.3% |
| 30D | +12.6% | -4.5% | +17.1% | +14.6% |
| 3M | +36.4% | +7.1% | +29.3% | +31.5% |
| 6M | +66.8% | +3.8% | +63.0% | +62.6% |
| YTD | +13.5% | +23.6% | -10.1% | +2.6% |
| 1Y | +11.3% | +22.2% | -10.9% | +1.0% |
| 3Y | +92.1% | +43.6% | +48.5% | +53.8% |
| 5Y | -71.0% | -74.6% | +3.6% | -53.8% |
| All | +95.3% | -8.7% | +104.0% | +92.4% |
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