+839.2%
VZ vs MTCH
+13,776.5%
-12,937.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.8% |
| 7D | +2.2% | -6.6% | +8.8% | +2.7% |
| 30D | +10.6% | -4.4% | +14.9% | +10.9% |
| 3M | -0.6% | +6.0% | -6.6% | -1.1% |
| 6M | +0.7% | +7.4% | -6.7% | 0.0% |
| YTD | +20.6% | +24.5% | -3.9% | +18.1% |
| 1Y | +22.7% | +22.3% | +0.4% | +20.3% |
| 3Y | +57.2% | +42.4% | +14.8% | +51.0% |
| 5Y | +21.4% | -73.6% | +94.9% | +29.7% |
| 10Y | +65.5% | +148.4% | -82.9% | +40.5% |
| All | +839.2% | +13,776.5% | -12,937.3% | +559.4% |
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