+2,678.4%
VMC vs MTCH
+14,357.7%
-11,679.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | 0.0% | -1.4% |
| 7D | -0.5% | -1.8% | +1.3% | -0.3% |
| 30D | -9.1% | +10.4% | -19.5% | -10.3% |
| 3M | -4.1% | +21.0% | -25.1% | -6.7% |
| 6M | -5.5% | +36.6% | -42.2% | -9.6% |
| YTD | -8.9% | +29.7% | -38.6% | -12.4% |
| 1Y | -12.9% | +8.6% | -21.5% | -14.4% |
| 3Y | +22.1% | -2.7% | +24.8% | +19.8% |
| 5Y | +52.7% | -72.9% | +125.6% | +71.7% |
| 10Y | +152.7% | +185.0% | -32.3% | +100.5% |
| All | +2,678.4% | +14,357.7% | -11,679.3% | +1,868.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling