+195.0%
VLO vs MTCH
-0.9%
+195.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.2% |
| 7D | +5.3% | +1.3% | +4.0% | +5.2% |
| 30D | +18.2% | +15.9% | +2.4% | +16.8% |
| 3M | +53.3% | +23.3% | +30.1% | +50.3% |
| 6M | +70.4% | +40.1% | +30.3% | +64.2% |
| YTD | +143.4% | +33.6% | +109.8% | +135.4% |
| 1Y | +153.0% | +14.1% | +138.9% | +149.3% |
| 3Y | +195.0% | +1.4% | +193.5% | +178.0% |
| All | +195.0% | -0.9% | +195.9% | +178.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling