+715.9%
VTV vs MTCH
+418.4%
+297.5%
-59.3%
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% | +0.5% |
| 7D | -1.1% | +1.3% | -2.4% | -1.3% |
| 30D | -1.0% | +15.9% | -16.9% | -3.8% |
| 3M | +4.6% | +23.3% | -18.6% | +0.2% |
| 6M | +13.5% | +40.1% | -26.6% | +5.9% |
| YTD | +18.5% | +33.6% | -15.1% | +11.3% |
| 1Y | +22.9% | +14.1% | +8.8% | +18.7% |
| 3Y | +67.8% | +1.4% | +66.4% | +61.5% |
| 5Y | +81.8% | -73.1% | +155.0% | +117.8% |
| 10Y | +233.0% | +204.8% | +28.2% | +95.9% |
| All | +715.9% | +418.4% | +297.5% | +214.9% |
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