+134.5%
MO vs QLD
+140.3%
-5.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.5% | -4.4% | -1.6% |
| 7D | -2.4% | -10.3% | +7.8% | -3.5% |
| 30D | +9.7% | -26.1% | +35.8% | +6.4% |
| 3M | +14.1% | -17.8% | +31.9% | +12.1% |
| 6M | +11.9% | -15.6% | +27.4% | +10.6% |
| YTD | +38.4% | +5.4% | +33.0% | +38.8% |
| 1Y | +41.9% | +5.2% | +36.7% | +42.3% |
| 3Y | +134.5% | +139.4% | -4.9% | +126.6% |
| All | +134.5% | +140.3% | -5.8% | +126.6% |
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 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