+64.4%
VZ vs MTCH
+188.8%
-124.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.4% |
| 7D | -1.0% | -2.4% | +1.4% | -0.8% |
| 30D | +5.8% | +12.8% | -7.0% | +5.2% |
| 3M | +10.5% | +20.0% | -9.5% | +9.5% |
| 6M | +1.8% | +34.7% | -32.9% | +0.3% |
| YTD | +28.3% | +30.6% | -2.3% | +26.5% |
| 1Y | +22.0% | +10.9% | +11.0% | +21.2% |
| 3Y | +81.8% | -2.0% | +83.9% | +80.3% |
| 5Y | +25.3% | -72.6% | +98.0% | +28.3% |
| 10Y | +64.4% | +197.9% | -133.5% | +43.9% |
| All | +64.4% | +188.8% | -124.4% | +43.9% |
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 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