-49.4%
VG vs MTCH
+25.0%
-74.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.6% |
| 7D | -7.7% | +3.7% | -11.4% | -7.9% |
| 30D | -8.8% | -2.8% | -6.0% | -8.9% |
| 3M | -15.6% | +9.3% | -24.9% | -16.7% |
| 6M | +5.2% | +9.2% | -4.0% | +3.2% |
| YTD | +76.9% | +26.5% | +50.4% | +64.2% |
| 1Y | +42.5% | +22.6% | +19.9% | +34.2% |
| All | -49.4% | +25.0% | -74.4% | -57.3% |
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 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