+121.0%
QLD vs MTCH
-72.9%
+194.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.7% | +1.0% |
| 7D | +0.6% | +0.7% | -0.1% | +0.1% |
| 30D | -0.1% | +9.7% | -9.9% | -5.2% |
| 3M | -8.4% | +21.1% | -29.4% | -18.0% |
| 6M | +32.2% | +37.5% | -5.3% | +10.3% |
| YTD | +28.9% | +31.9% | -3.0% | +9.2% |
| 1Y | +43.8% | +14.6% | +29.3% | +30.9% |
| 3Y | +176.6% | -6.2% | +182.8% | +166.0% |
| All | +121.0% | -72.9% | +194.0% | +309.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling