+28,478.0%
QCOM vs MTCH
+14,652.2%
+13,825.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.2% |
| 7D | +13.0% | +6.7% | +6.3% | +11.3% |
| 30D | +0.2% | -1.4% | +1.5% | +0.4% |
| 3M | +9.2% | +14.8% | -5.6% | +5.5% |
| 6M | -15.0% | +19.4% | -34.4% | -19.1% |
| YTD | +5.2% | +32.3% | -27.1% | -2.6% |
| 1Y | +2.4% | +29.5% | -27.2% | -4.7% |
| 3Y | +52.0% | +47.2% | +4.7% | +34.3% |
| 5Y | +19.7% | -70.2% | +90.0% | +48.2% |
| 10Y | +246.9% | +156.0% | +90.9% | +141.1% |
| All | +28,478.0% | +14,652.2% | +13,825.8% | +11,866.0% |
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