+282.9%
QCOM vs MTCH
+208.0%
+74.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.5% | +2.5% |
| 7D | +7.8% | +1.3% | +6.6% | +7.5% |
| 30D | +12.2% | +15.9% | -3.7% | +7.7% |
| 3M | -9.9% | +23.3% | -33.1% | -15.3% |
| 6M | +36.9% | +40.1% | -3.2% | +23.8% |
| YTD | +8.0% | +33.6% | -25.5% | -1.2% |
| 1Y | +15.0% | +14.1% | +0.9% | +9.7% |
| 3Y | +75.8% | +1.4% | +74.4% | +67.6% |
| 5Y | +42.2% | -73.1% | +115.3% | +79.5% |
| All | +282.9% | +208.0% | +74.9% | +211.1% |
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