+36.2%
QCOM vs MTCH
-73.0%
+109.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.7% | +4.9% | +3.7% |
| 7D | +5.1% | -1.8% | +6.9% | +5.7% |
| 30D | +4.3% | +10.4% | -6.2% | +0.6% |
| 3M | -19.6% | +21.0% | -40.6% | -25.3% |
| 6M | +29.5% | +36.6% | -7.1% | +14.9% |
| YTD | +3.4% | +29.7% | -26.3% | -6.8% |
| 1Y | +10.9% | +8.6% | +2.3% | +6.1% |
| 3Y | +74.8% | -2.7% | +77.5% | +67.1% |
| 5Y | +36.2% | -72.9% | +109.1% | +97.4% |
| All | +36.2% | -73.0% | +109.2% | +97.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling