+53.0%
MDT vs QLD
+140.3%
-87.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.5% | -5.4% | -3.0% |
| 7D | +5.4% | -10.3% | +15.7% | +5.9% |
| 30D | +19.1% | -26.1% | +45.1% | +20.6% |
| 3M | +19.5% | -17.8% | +37.2% | +20.2% |
| 6M | +33.5% | -15.6% | +49.0% | +33.4% |
| YTD | +8.7% | +5.4% | +3.3% | +5.9% |
| 1Y | +16.8% | +5.2% | +11.6% | +13.7% |
| 3Y | +53.0% | +139.4% | -86.5% | +34.1% |
| All | +53.0% | +140.3% | -87.4% | +34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling