+1,362.4%
MU vs QLD
+178.0%
+1,184.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.3% | +5.8% | +5.8% |
| 7D | +9.0% | +0.6% | +8.4% | +8.3% |
| 30D | +13.8% | -0.1% | +13.9% | +14.0% |
| 3M | +2.1% | -8.4% | +10.4% | +14.8% |
| 6M | +153.8% | +32.2% | +121.6% | +105.7% |
| YTD | +256.4% | +28.9% | +227.5% | +196.8% |
| 1Y | +719.8% | +43.8% | +675.9% | +528.1% |
| All | +1,362.4% | +178.0% | +1,184.5% | +606.5% |
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 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