-73.5%
QID vs MTCH
-0.9%
-72.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.1% | -1.3% |
| 7D | +1.3% | +1.3% | 0.0% | +1.7% |
| 30D | +2.9% | +15.9% | -12.9% | +8.3% |
| 3M | -0.7% | +23.3% | -24.0% | +7.4% |
| 6M | -29.7% | +40.1% | -69.8% | -19.7% |
| YTD | -27.9% | +33.6% | -61.5% | -18.6% |
| 1Y | -34.6% | +14.1% | -48.7% | -29.7% |
| 3Y | -73.5% | +1.4% | -75.0% | -69.6% |
| All | -73.5% | -0.9% | -72.6% | -69.6% |
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