+139.4%
QLD vs MTCH
+38.9%
+100.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.9% | +2.7% |
| 7D | -10.3% | -5.7% | -4.5% | -8.5% |
| 30D | -26.1% | -4.5% | -21.6% | -25.1% |
| 3M | -17.8% | +7.1% | -24.9% | -20.6% |
| 6M | -15.6% | +3.8% | -19.3% | -18.0% |
| YTD | +5.4% | +23.6% | -18.2% | -4.8% |
| 1Y | +5.2% | +22.2% | -17.0% | -4.5% |
| 3Y | +139.4% | +43.6% | +95.9% | +91.7% |
| All | +139.4% | +38.9% | +100.5% | +91.7% |
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