+16.8%
MDT vs QLD
+1.8%
+15.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.5% | -5.4% | -2.7% |
| 7D | +5.4% | -10.3% | +15.7% | +4.6% |
| 30D | +19.1% | -26.1% | +45.1% | +16.4% |
| 3M | +19.5% | -17.8% | +37.2% | +17.7% |
| 6M | +33.5% | -15.6% | +49.0% | +30.9% |
| YTD | +8.7% | +5.4% | +3.3% | +3.6% |
| 1Y | +16.8% | +5.2% | +11.6% | +11.4% |
| All | +16.8% | +1.8% | +15.0% | +11.4% |
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