+70.4%
QCOM vs MTCH
-3.1%
+73.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | +4.4% | -2.4% | +6.7% | +5.0% |
| 30D | +9.4% | +12.8% | -3.4% | +5.9% |
| 3M | -13.7% | +20.0% | -33.6% | -18.1% |
| 6M | +28.9% | +34.7% | -5.8% | +17.8% |
| YTD | +4.7% | +30.6% | -25.8% | -3.6% |
| 1Y | +13.5% | +10.9% | +2.6% | +8.7% |
| All | +70.4% | -3.1% | +73.6% | +62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling