+67.2%
QLD vs MTCH
-74.5%
+141.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.9% | +2.7% |
| 7D | -10.3% | -5.7% | -4.5% | -7.7% |
| 30D | -26.1% | -4.5% | -21.6% | -24.7% |
| 3M | -17.8% | +7.1% | -24.9% | -21.7% |
| 6M | -15.6% | +3.8% | -19.3% | -19.1% |
| YTD | +5.4% | +23.6% | -18.2% | -8.7% |
| 1Y | +5.2% | +22.2% | -17.0% | -8.3% |
| 3Y | +139.4% | +43.6% | +95.9% | +75.8% |
| All | +67.2% | -74.5% | +141.7% | +299.6% |
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