+77.3%
MPC vs QLD
+35.0%
+42.3%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.4% |
| 7D | +5.4% | +0.6% | +4.9% | +5.5% |
| 30D | +31.0% | -0.1% | +31.1% | +31.0% |
| 3M | +46.0% | -8.4% | +54.4% | +43.3% |
| 6M | +77.3% | +32.2% | +45.1% | +102.3% |
| All | +77.3% | +35.0% | +42.3% | +102.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling