+72.2%
DOCU vs MTCH
-2.5%
+74.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.3% | +5.0% | +4.3% |
| 7D | +6.9% | +0.7% | +6.2% | +6.4% |
| 30D | +19.0% | +9.7% | +9.3% | +13.9% |
| 3M | +34.3% | +21.1% | +13.2% | +22.9% |
| 6M | +48.0% | +37.5% | +10.5% | +27.8% |
| YTD | 0.0% | +31.9% | -31.9% | -11.9% |
| 1Y | -10.3% | +14.6% | -24.8% | -15.9% |
| 3Y | +32.4% | -6.2% | +38.6% | +28.3% |
| 5Y | -77.9% | -70.6% | -7.4% | -66.8% |
| All | +72.2% | -2.5% | +74.7% | +65.3% |
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 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