-35.7%
VG vs MTCH
+29.1%
-64.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.1% | +3.7% |
| 7D | +3.8% | -2.4% | +6.2% | +4.1% |
| 30D | +7.2% | +12.8% | -5.6% | +5.8% |
| 3M | +22.8% | +20.0% | +2.8% | +18.9% |
| 6M | +33.2% | +34.7% | -1.5% | +22.8% |
| YTD | +124.8% | +30.6% | +94.2% | +108.6% |
| 1Y | +15.8% | +10.9% | +4.9% | +15.4% |
| All | -35.7% | +29.1% | -64.7% | -45.7% |
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