+3,971.9%
MU vs QLD
+1,375.1%
+2,596.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.5% | +2.6% | +3.2% |
| 7D | -22.0% | -10.3% | -11.7% | -14.8% |
| 30D | -36.6% | -26.1% | -10.5% | -19.8% |
| 3M | -21.7% | -17.8% | -4.0% | -8.4% |
| 6M | +3.5% | -15.6% | +19.1% | +23.7% |
| YTD | +141.9% | +5.4% | +136.6% | +149.9% |
| 1Y | +189.8% | +5.2% | +184.6% | +202.3% |
| 3Y | +855.4% | +139.4% | +715.9% | +491.5% |
| 5Y | +869.2% | +66.7% | +802.5% | +601.3% |
| All | +3,971.9% | +1,375.1% | +2,596.8% | +409.8% |
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