+1,502.1%
QLD vs MTCH
+142.9%
+1,359.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.3% |
| 7D | +7.0% | +6.7% | +0.3% | +3.8% |
| 30D | -14.3% | -1.8% | -12.5% | -13.9% |
| 3M | -16.0% | +12.2% | -28.2% | -21.3% |
| 6M | -14.2% | +16.6% | -30.8% | -21.7% |
| YTD | +12.8% | +31.8% | -19.1% | -3.6% |
| 1Y | +14.1% | +30.8% | -16.8% | -2.1% |
| 3Y | +146.0% | +49.6% | +96.3% | +87.8% |
| 5Y | +82.0% | -70.3% | +152.4% | +190.9% |
| All | +1,502.1% | +142.9% | +1,359.3% | +950.2% |
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