+184.2%
QLD vs MTCH
-3.6%
+187.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.4% |
| 7D | +3.0% | -1.8% | +4.8% | +3.6% |
| 30D | -1.8% | +10.4% | -12.3% | -5.4% |
| 3M | -1.8% | +21.0% | -22.8% | -8.8% |
| 6M | +36.9% | +36.6% | +0.3% | +21.7% |
| YTD | +28.7% | +29.7% | -1.0% | +16.2% |
| 1Y | +41.9% | +8.6% | +33.3% | +35.8% |
| 3Y | +184.2% | -2.7% | +186.9% | +162.2% |
| All | +184.2% | -3.6% | +187.8% | +162.2% |
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 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