+360.8%
VT vs MTCH
+767.3%
-406.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.5% |
| 7D | +0.4% | -6.6% | +7.0% | +1.7% |
| 30D | -2.6% | -4.4% | +1.8% | -1.9% |
| 3M | -3.2% | +6.0% | -9.2% | -4.8% |
| 6M | +0.9% | +7.4% | -6.5% | -1.3% |
| YTD | +11.3% | +24.5% | -13.2% | +5.0% |
| 1Y | +14.0% | +22.3% | -8.3% | +7.9% |
| 3Y | +75.8% | +42.4% | +33.5% | +56.8% |
| 5Y | +57.8% | -73.6% | +131.4% | +94.3% |
| 10Y | +219.8% | +148.4% | +71.4% | +97.8% |
| All | +360.8% | +767.3% | -406.5% | +33.7% |
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 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