+1,120.0%
MPC vs QLD
+1,646.9%
-526.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +5.4% | +0.6% | +4.9% | +5.2% |
| 30D | +31.0% | -0.1% | +31.1% | +30.8% |
| 3M | +46.0% | -8.4% | +54.4% | +48.2% |
| 6M | +77.3% | +32.2% | +45.1% | +56.9% |
| YTD | +141.9% | +28.9% | +113.0% | +115.2% |
| 1Y | +120.9% | +43.8% | +77.1% | +87.9% |
| 3Y | +182.7% | +176.6% | +6.1% | +79.6% |
| 5Y | +646.4% | +121.6% | +524.9% | +374.4% |
| All | +1,120.0% | +1,646.9% | -526.9% | +150.5% |
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