+7,443.4%
QLD vs MTCH
+579.5%
+6,863.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.9% | +2.7% |
| 7D | -10.3% | -5.7% | -4.5% | -7.6% |
| 30D | -26.1% | -4.5% | -21.6% | -24.7% |
| 3M | -17.8% | +7.1% | -24.9% | -21.8% |
| 6M | -15.6% | +3.8% | -19.3% | -19.1% |
| YTD | +5.4% | +23.6% | -18.2% | -8.9% |
| 1Y | +5.2% | +22.2% | -17.0% | -8.5% |
| 3Y | +139.4% | +43.6% | +95.9% | +78.8% |
| 5Y | +66.7% | -74.6% | +141.3% | +212.7% |
| 10Y | +1,422.1% | +176.9% | +1,245.1% | +437.5% |
| All | +7,443.4% | +579.5% | +6,863.9% | +886.7% |
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