+1,093.9%
MPC vs QLD
+1,338.5%
-244.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -12.7% | +8.8% | +0.1% |
| 7D | -12.8% | -18.6% | +5.8% | -7.3% |
| 30D | -12.7% | -28.3% | +15.6% | -3.7% |
| 3M | +27.1% | -20.4% | +47.5% | +35.0% |
| 6M | +45.8% | -14.3% | +60.1% | +48.7% |
| YTD | +134.7% | +2.8% | +131.9% | +122.4% |
| 1Y | +106.0% | -1.2% | +107.3% | +97.2% |
| 3Y | +165.5% | +135.3% | +30.2% | +76.7% |
| 5Y | +540.9% | +62.6% | +478.3% | +354.3% |
| All | +1,093.9% | +1,338.5% | -244.5% | +195.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling