+117.2%
MPC vs QLD
+13.1%
+104.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.9% | -10.0% | -7.9% |
| 7D | -10.9% | -9.4% | -1.5% | -11.7% |
| 30D | -9.4% | -17.1% | +7.6% | -10.9% |
| 3M | +26.0% | -10.4% | +36.4% | +24.8% |
| 6M | +56.5% | +0.7% | +55.8% | +57.8% |
| YTD | +144.3% | +17.7% | +126.5% | +150.9% |
| 1Y | +117.2% | +14.7% | +102.6% | +124.6% |
| All | +117.2% | +13.1% | +104.1% | +124.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling