+120.6%
VLO vs MTCH
+27.4%
+93.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.4% | -10.2% | -5.3% |
| 7D | -6.0% | -4.4% | -1.6% | -6.1% |
| 30D | -12.9% | -0.3% | -12.6% | -12.5% |
| 3M | +18.3% | -2.0% | +20.3% | +19.0% |
| 6M | +46.4% | +6.4% | +40.0% | +49.2% |
| YTD | +127.7% | +27.3% | +100.4% | +133.7% |
| 1Y | +120.6% | +30.3% | +90.3% | +125.7% |
| All | +120.6% | +27.4% | +93.2% | +125.7% |
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 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