+167.0%
MPC vs QLD
+134.4%
+32.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -12.7% | +8.8% | -1.9% |
| 7D | -12.8% | -18.6% | +5.8% | -10.0% |
| 30D | -12.7% | -28.3% | +15.6% | -8.2% |
| 3M | +27.1% | -20.4% | +47.5% | +31.0% |
| 6M | +45.8% | -14.3% | +60.1% | +46.6% |
| YTD | +134.7% | +2.8% | +131.9% | +125.2% |
| 1Y | +106.0% | -1.2% | +107.3% | +99.4% |
| All | +167.0% | +134.4% | +32.7% | +91.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling