+19.9%
MDT vs QLD
+13.1%
+6.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.9% | +4.3% | +6.3% |
| 7D | +10.7% | -9.4% | +20.1% | +9.8% |
| 30D | +19.3% | -17.1% | +36.4% | +17.7% |
| 3M | +22.8% | -10.4% | +33.2% | +21.7% |
| 6M | +36.4% | +0.7% | +35.6% | +34.2% |
| YTD | +12.1% | +17.7% | -5.7% | +7.7% |
| 1Y | +19.9% | +14.7% | +5.3% | +15.4% |
| All | +19.9% | +13.1% | +6.8% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 1y: compounded portfolio wealth divided by compounded QLD 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…
1y analysis · Full analysis span regression · 6 months rolling