+3,132.1%
MPC vs QLD
+6,477.1%
-3,345.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.9% | -10.0% | -8.8% |
| 7D | -10.9% | -9.4% | -1.5% | -7.8% |
| 30D | -9.4% | -17.1% | +7.6% | -3.4% |
| 3M | +26.0% | -10.4% | +36.4% | +29.9% |
| 6M | +56.5% | +0.7% | +55.8% | +50.9% |
| YTD | +144.3% | +17.7% | +126.5% | +118.1% |
| 1Y | +117.2% | +14.7% | +102.6% | +95.2% |
| 3Y | +176.3% | +169.6% | +6.7% | +63.0% |
| 5Y | +590.5% | +86.7% | +503.8% | +330.2% |
| 10Y | +1,183.8% | +1,600.8% | -416.9% | +103.3% |
| All | +3,132.1% | +6,477.1% | -3,345.0% | +102.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling