+145.7%
VMC vs MTCH
+208.0%
-62.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.6% |
| 7D | -3.8% | +1.3% | -5.0% | -4.0% |
| 30D | -9.7% | +15.9% | -25.6% | -11.9% |
| 3M | -9.6% | +23.3% | -32.9% | -12.9% |
| 6M | -4.8% | +40.1% | -45.0% | -10.4% |
| YTD | -10.9% | +33.6% | -44.5% | -15.6% |
| 1Y | -15.6% | +14.1% | -29.7% | -18.0% |
| 3Y | +19.3% | +1.4% | +17.9% | +15.6% |
| 5Y | +48.0% | -73.1% | +121.2% | +69.1% |
| All | +145.7% | +208.0% | -62.3% | +68.7% |
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