+57.9%
MDT vs QLD
+1,375.1%
-1,317.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.5% | -5.4% | -3.4% |
| 7D | +5.4% | -10.3% | +15.7% | +7.6% |
| 30D | +19.1% | -26.1% | +45.1% | +26.3% |
| 3M | +19.5% | -17.8% | +37.2% | +23.6% |
| 6M | +33.5% | -15.6% | +49.0% | +35.5% |
| YTD | +8.7% | +5.4% | +3.3% | +4.1% |
| 1Y | +16.8% | +5.2% | +11.6% | +11.7% |
| 3Y | +53.0% | +139.4% | -86.5% | +13.2% |
| 5Y | -2.9% | +66.7% | -69.6% | -24.9% |
| All | +57.9% | +1,375.1% | -1,317.2% | -42.8% |
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