+259.1%
MP vs QLD
+366.5%
-107.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.9% | -7.0% | -6.2% |
| 7D | -12.5% | -9.4% | -3.2% | -7.6% |
| 30D | -23.3% | -17.1% | -6.3% | -14.7% |
| 3M | -24.4% | -10.4% | -13.9% | -19.5% |
| 6M | -45.8% | +0.7% | -46.5% | -45.9% |
| YTD | -28.9% | +17.7% | -46.7% | -35.0% |
| 1Y | -34.6% | +14.7% | -49.3% | -39.0% |
| 3Y | +118.7% | +169.6% | -50.9% | +17.8% |
| 5Y | -3.1% | +86.7% | -89.7% | -40.8% |
| All | +259.1% | +366.5% | -107.4% | +78.9% |
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