+822.0%
MU vs QLD
+61.4%
+760.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -12.7% | -4.7% | -7.1% |
| 7D | -29.7% | -18.6% | -11.2% | -16.5% |
| 30D | -37.2% | -28.3% | -8.9% | -17.1% |
| 3M | -26.5% | -20.4% | -6.1% | -10.6% |
| 6M | +2.6% | -14.3% | +16.8% | +23.0% |
| YTD | +130.1% | +2.8% | +127.4% | +144.0% |
| 1Y | +176.7% | -1.2% | +177.9% | +203.8% |
| 3Y | +813.1% | +135.3% | +677.8% | +490.9% |
| 5Y | +822.0% | +62.6% | +759.4% | +602.5% |
| All | +822.0% | +61.4% | +760.6% | +602.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling