+198.1%
MTCH vs VYM
+209.2%
-11.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +0.7% |
| 7D | +1.3% | -0.8% | +2.1% | +2.1% |
| 30D | +15.9% | -2.2% | +18.1% | +18.6% |
| 3M | +23.3% | +3.1% | +20.2% | +19.5% |
| 6M | +40.1% | +9.7% | +30.4% | +27.4% |
| YTD | +33.6% | +14.9% | +18.7% | +15.9% |
| 1Y | +14.1% | +17.6% | -3.5% | -3.3% |
| 3Y | +1.4% | +65.3% | -63.9% | -38.6% |
| 5Y | -73.1% | +78.7% | -151.9% | -84.5% |
| All | +198.1% | +209.2% | -11.0% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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