+8,229.2%
QLD vs MTCH
+624.8%
+7,604.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.2% | +0.4% | +2.4% |
| 7D | -1.2% | +3.5% | -4.7% | -2.8% |
| 30D | -15.7% | +0.3% | -16.0% | -16.3% |
| 3M | -10.0% | +13.7% | -23.7% | -17.1% |
| 6M | -11.2% | +17.6% | -28.8% | -20.4% |
| YTD | +16.4% | +31.8% | -15.5% | -2.8% |
| 1Y | +12.7% | +29.2% | -16.6% | -4.9% |
| 3Y | +152.3% | +46.7% | +105.6% | +86.5% |
| 5Y | +91.8% | -70.9% | +162.7% | +234.5% |
| 10Y | +1,520.2% | +155.1% | +1,365.2% | +511.2% |
| All | +8,229.2% | +624.8% | +7,604.4% | +952.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling