+855.4%
MU vs QLD
+140.3%
+715.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.5% | +2.6% | +2.4% |
| 7D | -22.0% | -10.3% | -11.7% | -11.7% |
| 30D | -36.6% | -26.1% | -10.5% | -11.6% |
| 3M | -21.7% | -17.8% | -4.0% | -2.7% |
| 6M | +3.5% | -15.6% | +19.1% | +31.3% |
| YTD | +141.9% | +5.4% | +136.6% | +150.1% |
| 1Y | +189.8% | +5.2% | +184.6% | +202.8% |
| 3Y | +855.4% | +139.4% | +715.9% | +430.4% |
| All | +855.4% | +140.3% | +715.0% | +430.4% |
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 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