+9,127.5%
QLD vs MTCH
+625.2%
+8,502.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.7% | +1.1% |
| 7D | +0.6% | +0.7% | -0.1% | +0.1% |
| 30D | -0.1% | +9.7% | -9.9% | -5.5% |
| 3M | -8.4% | +21.1% | -29.4% | -18.4% |
| 6M | +32.2% | +37.5% | -5.3% | +9.5% |
| YTD | +28.9% | +31.9% | -3.0% | +8.5% |
| 1Y | +43.8% | +14.6% | +29.3% | +30.3% |
| 3Y | +176.6% | -6.2% | +182.8% | +161.0% |
| 5Y | +121.6% | -70.6% | +192.1% | +282.4% |
| 10Y | +1,652.9% | +185.6% | +1,467.3% | +509.3% |
| All | +9,127.5% | +625.2% | +8,502.3% | +1,075.1% |
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