+250.8%
QCOM vs MTCH
+142.9%
+107.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.2% | -2.5% | +0.6% |
| 7D | +2.0% | +3.5% | -1.6% | +1.0% |
| 30D | +1.2% | +0.3% | +1.0% | +1.1% |
| 3M | +9.1% | +13.7% | -4.6% | +5.1% |
| 6M | -25.0% | +17.6% | -42.6% | -28.8% |
| YTD | +4.8% | +31.8% | -27.0% | -4.0% |
| 1Y | +3.6% | +29.2% | -25.6% | -4.6% |
| 3Y | +51.5% | +46.7% | +4.8% | +31.2% |
| 5Y | +19.7% | -70.9% | +90.6% | +49.3% |
| All | +250.8% | +142.9% | +107.9% | +190.9% |
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