+201.9%
MDT vs QLD
+9,036.4%
-8,834.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | +3.2% | +0.6% | +2.7% | +3.0% |
| 30D | +9.5% | -0.1% | +9.6% | +9.4% |
| 3M | +16.0% | -8.4% | +24.3% | +17.2% |
| 6M | +0.2% | +32.2% | -32.0% | -9.1% |
| YTD | -0.3% | +28.9% | -29.2% | -9.2% |
| 1Y | +4.7% | +43.8% | -39.1% | -8.1% |
| 3Y | +26.5% | +176.6% | -150.1% | -12.8% |
| 5Y | -18.2% | +121.6% | -139.8% | -43.8% |
| 10Y | +40.0% | +1,652.9% | -1,612.9% | -55.7% |
| All | +201.9% | +9,036.4% | -8,834.5% | -52.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling