+70.1%
MDT vs QLD
+1,468.8%
-1,398.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.3% | +2.4% |
| 7D | +1.0% | +7.0% | -6.0% | -0.5% |
| 30D | +9.2% | -14.3% | +23.5% | +12.2% |
| 3M | +14.5% | -16.0% | +30.5% | +17.8% |
| 6M | +37.3% | -14.2% | +51.5% | +39.1% |
| YTD | +9.8% | +12.8% | -2.9% | +3.6% |
| 1Y | +10.5% | +14.1% | -3.5% | +3.8% |
| 3Y | +57.4% | +146.0% | -88.5% | +16.1% |
| 5Y | +1.2% | +82.0% | -80.9% | -23.4% |
| All | +70.1% | +1,468.8% | -1,398.7% | -38.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling