+60.0%
MDT vs QLD
+1,387.1%
-1,327.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.9% |
| 7D | +2.7% | -3.8% | +6.5% | +3.3% |
| 30D | +14.8% | -20.5% | +35.4% | +20.0% |
| 3M | +14.6% | -14.6% | +29.2% | +17.5% |
| 6M | +35.7% | -14.7% | +50.4% | +37.7% |
| YTD | +8.5% | +11.2% | -2.7% | +2.7% |
| 1Y | +13.3% | +7.1% | +6.2% | +8.0% |
| 3Y | +58.6% | +141.1% | -82.5% | +17.4% |
| 5Y | -2.6% | +84.3% | -86.9% | -26.7% |
| 10Y | +60.0% | +1,450.1% | -1,390.1% | -44.4% |
| All | +60.0% | +1,387.1% | -1,327.2% | -44.4% |
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 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