+7.1%
QLD vs MTCH
+23.0%
-15.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.7% |
| 7D | -3.8% | +3.7% | -7.5% | -4.6% |
| 30D | -20.5% | -2.8% | -17.7% | -20.2% |
| 3M | -14.6% | +9.3% | -23.9% | -18.1% |
| 6M | -14.7% | +9.2% | -23.8% | -18.5% |
| YTD | +11.2% | +26.5% | -15.3% | +0.4% |
| 1Y | +7.1% | +22.6% | -15.5% | -1.4% |
| All | +7.1% | +23.0% | -15.9% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling