+808.8%
MU vs QLD
+134.4%
+674.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -12.7% | -4.7% | -3.7% |
| 7D | -29.7% | -18.6% | -11.2% | -12.0% |
| 30D | -37.2% | -28.3% | -8.9% | -9.6% |
| 3M | -26.5% | -20.4% | -6.1% | -5.5% |
| 6M | +2.6% | -14.3% | +16.8% | +28.4% |
| YTD | +130.1% | +2.8% | +127.4% | +144.3% |
| 1Y | +176.7% | -1.2% | +177.9% | +206.8% |
| All | +808.8% | +134.4% | +674.5% | +418.1% |
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