+386.3%
VNQ vs MTCH
+677.9%
-291.6%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.6% | +0.4% |
| 7D | -1.3% | +1.3% | -2.5% | -1.6% |
| 30D | -2.6% | +15.9% | -18.5% | -6.0% |
| 3M | -2.0% | +23.3% | -25.3% | -7.2% |
| 6M | +4.3% | +40.1% | -35.8% | -4.4% |
| YTD | +9.2% | +33.6% | -24.4% | +0.9% |
| 1Y | +5.6% | +14.1% | -8.5% | +1.1% |
| 3Y | +30.8% | +1.4% | +29.4% | +24.8% |
| 5Y | +8.0% | -73.1% | +81.1% | +36.0% |
| 10Y | +63.7% | +204.8% | -141.1% | -19.6% |
| All | +386.3% | +677.9% | -291.6% | +10.3% |
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