+68.5%
VG vs MTCH
+29.6%
+38.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -1.0% |
| 7D | +14.0% | +6.7% | +7.3% | +16.5% |
| 30D | -1.0% | -1.8% | +0.8% | -1.1% |
| 3M | -2.7% | +12.2% | -14.9% | +2.8% |
| 6M | +1.5% | +16.6% | -15.1% | +10.4% |
| YTD | +93.7% | +31.8% | +61.9% | +121.0% |
| 1Y | +68.5% | +30.8% | +37.7% | +92.9% |
| All | +68.5% | +29.6% | +38.9% | +92.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling