+95.7%
QQQ vs MTCH
-73.3%
+169.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.5% |
| 7D | -0.6% | +1.3% | -1.8% | -0.9% |
| 30D | -1.2% | +15.9% | -17.1% | -5.1% |
| 3M | -0.2% | +23.3% | -23.5% | -6.0% |
| 6M | +17.9% | +40.1% | -22.2% | +7.1% |
| YTD | +16.6% | +33.6% | -16.9% | +7.0% |
| 1Y | +23.0% | +14.1% | +8.9% | +17.4% |
| 3Y | +92.9% | +1.4% | +91.5% | +84.1% |
| All | +95.7% | -73.3% | +169.0% | +160.7% |
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