+1,728.6%
QLD vs MTCH
+188.8%
+1,539.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.9% |
| 7D | +1.9% | -2.4% | +4.3% | +3.0% |
| 30D | -1.8% | +12.8% | -14.6% | -7.6% |
| 3M | -0.1% | +20.0% | -20.1% | -9.3% |
| 6M | +32.6% | +34.7% | -2.2% | +13.6% |
| YTD | +27.9% | +30.6% | -2.7% | +10.7% |
| 1Y | +40.3% | +10.9% | +29.3% | +30.9% |
| 3Y | +182.5% | -2.0% | +184.5% | +164.5% |
| 5Y | +122.5% | -72.6% | +195.2% | +266.7% |
| 10Y | +1,728.6% | +197.9% | +1,530.7% | +1,021.9% |
| All | +1,728.6% | +188.8% | +1,539.8% | +1,021.9% |
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