+4,120.9%
MU vs QLD
+7,183.5%
-3,062.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -12.7% | -4.7% | -7.7% |
| 7D | -29.7% | -18.6% | -11.2% | -17.3% |
| 30D | -37.2% | -28.3% | -8.9% | -18.3% |
| 3M | -26.5% | -20.4% | -6.1% | -11.6% |
| 6M | +2.6% | -14.3% | +16.8% | +21.6% |
| YTD | +130.1% | +2.8% | +127.4% | +141.0% |
| 1Y | +176.7% | -1.2% | +177.9% | +200.6% |
| 3Y | +813.1% | +135.3% | +677.8% | +436.9% |
| 5Y | +822.0% | +62.6% | +759.4% | +535.7% |
| 10Y | +3,936.2% | +1,384.3% | +2,551.9% | +332.8% |
| All | +4,120.9% | +7,183.5% | -3,062.7% | +5.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling