+106.0%
MPC vs QLD
+0.3%
+105.7%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -12.7% | +8.8% | -4.8% |
| 7D | -12.8% | -18.6% | +5.8% | -14.1% |
| 30D | -12.7% | -28.3% | +15.6% | -15.0% |
| 3M | +27.1% | -20.4% | +47.5% | +25.0% |
| 6M | +45.8% | -14.3% | +60.1% | +45.3% |
| YTD | +134.7% | +2.8% | +131.9% | +139.1% |
| 1Y | +106.0% | -1.2% | +107.3% | +111.5% |
| All | +106.0% | +0.3% | +105.7% | +111.5% |
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 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