+580.9%
VRSK vs MTCH
+735.2%
-154.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | 0.0% |
| 7D | -5.2% | +1.3% | -6.4% | -5.3% |
| 30D | -2.3% | +15.9% | -18.2% | -4.5% |
| 3M | -2.9% | +23.3% | -26.2% | -6.1% |
| 6M | -12.8% | +40.1% | -52.9% | -17.4% |
| YTD | -20.8% | +33.6% | -54.4% | -24.5% |
| 1Y | -33.2% | +14.1% | -47.3% | -34.9% |
| 3Y | -26.6% | +1.4% | -28.0% | -28.8% |
| 5Y | -11.3% | -73.1% | +61.8% | +2.8% |
| 10Y | +126.1% | +204.8% | -78.7% | +66.0% |
| All | +580.9% | +735.2% | -154.4% | +272.6% |
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