-0.3%
MDT vs QLD
+89.9%
-90.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.6% | -4.6% | -0.6% |
| 7D | -3.2% | -1.2% | -2.0% | -3.2% |
| 30D | +10.5% | -15.7% | +26.2% | +12.6% |
| 3M | +13.0% | -10.0% | +23.0% | +13.9% |
| 6M | +38.7% | -11.2% | +49.9% | +39.2% |
| YTD | +8.5% | +16.4% | -7.9% | +3.8% |
| 1Y | +10.0% | +12.7% | -2.6% | +5.7% |
| 3Y | +58.6% | +152.3% | -93.7% | +27.1% |
| 5Y | -0.3% | +91.8% | -92.1% | -20.3% |
| All | -0.3% | +89.9% | -90.1% | -20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling