+702.5%
MTCH vs VCLT
+100.6%
+602.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.4% |
| 7D | -1.4% | -1.3% | -0.2% | -0.9% |
| 30D | +13.6% | -1.1% | +14.8% | +14.2% |
| 3M | +22.4% | -3.7% | +26.1% | +24.3% |
| 6M | +37.2% | -4.0% | +41.2% | +39.6% |
| YTD | +31.8% | -3.4% | +35.2% | +33.8% |
| 1Y | +12.9% | -4.1% | +17.0% | +15.0% |
| 3Y | -1.1% | +11.0% | -12.1% | -4.9% |
| 5Y | -73.5% | -17.0% | -56.5% | -73.0% |
| 10Y | +200.7% | +16.7% | +184.0% | +209.0% |
| All | +702.5% | +100.6% | +602.0% | +917.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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