-7.8%
MP vs QLD
+61.4%
-69.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -12.7% | +6.7% | +1.7% |
| 7D | -19.0% | -18.6% | -0.4% | -8.6% |
| 30D | -30.5% | -28.3% | -2.2% | -15.4% |
| 3M | -29.6% | -20.4% | -9.2% | -19.4% |
| 6M | -50.4% | -14.3% | -36.1% | -45.7% |
| YTD | -33.2% | +2.8% | -36.0% | -34.3% |
| 1Y | -38.6% | -1.2% | -37.4% | -37.9% |
| 3Y | +105.5% | +135.3% | -29.8% | +13.3% |
| 5Y | -7.8% | +62.6% | -70.4% | -29.8% |
| All | -7.8% | +61.4% | -69.2% | -29.8% |
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