+72.6%
VZ vs MTCH
+142.9%
-70.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | +1.5% | +6.7% | -5.2% | +1.2% |
| 30D | +4.4% | -1.8% | +6.2% | +4.4% |
| 3M | -2.4% | +12.2% | -14.6% | -2.9% |
| 6M | +1.4% | +16.6% | -15.2% | +0.6% |
| YTD | +21.4% | +31.8% | -10.4% | +19.7% |
| 1Y | +20.3% | +30.8% | -10.6% | +18.6% |
| 3Y | +57.4% | +49.6% | +7.7% | +53.4% |
| 5Y | +21.9% | -70.3% | +92.3% | +24.1% |
| All | +72.6% | +142.9% | -70.2% | +66.1% |
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