+1,484.1%
VTR vs MTCH
+2,480.3%
-996.2%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.2% | +1.0% |
| 7D | -1.8% | -1.4% | -0.4% | -1.6% |
| 30D | +4.0% | +13.6% | -9.6% | +1.7% |
| 3M | +7.8% | +22.4% | -14.5% | +3.8% |
| 6M | +6.4% | +37.2% | -30.8% | +0.1% |
| YTD | +18.3% | +31.8% | -13.5% | +11.8% |
| 1Y | +33.9% | +12.9% | +21.0% | +29.9% |
| 3Y | +134.3% | -1.1% | +135.4% | +126.5% |
| 5Y | +90.3% | -73.5% | +163.8% | +123.6% |
| 10Y | +100.1% | +200.7% | -100.6% | +42.0% |
| All | +1,484.1% | +2,480.3% | -996.2% | +558.2% |
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