+71.6%
VZ vs MTCH
+163.6%
-91.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.2% | -3.6% | +0.4% |
| 7D | +0.9% | +3.5% | -2.6% | +0.8% |
| 30D | +8.9% | +0.3% | +8.7% | +8.9% |
| 3M | +0.1% | +13.7% | -13.6% | -0.5% |
| 6M | +1.9% | +17.6% | -15.7% | +1.1% |
| YTD | +22.0% | +31.8% | -9.8% | +20.3% |
| 1Y | +22.1% | +29.2% | -7.1% | +20.5% |
| 3Y | +58.7% | +46.7% | +12.0% | +54.8% |
| 5Y | +22.3% | -70.9% | +93.2% | +24.6% |
| 10Y | +71.6% | +155.1% | -83.4% | +64.8% |
| All | +71.6% | +163.6% | -91.9% | +64.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling