+475.1%
MULL vs QID
-21.1%
+496.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -1.8% | -11.9% | -18.9% |
| 7D | -35.9% | +9.8% | -45.7% | -15.2% |
| 30D | -47.3% | +18.9% | -66.2% | -8.1% |
| 3M | -30.6% | +9.6% | -40.2% | -0.7% |
| 6M | +13.7% | -7.8% | +21.5% | +64.9% |
| YTD | +272.1% | -23.3% | +295.4% | +323.0% |
| 1Y | +475.1% | -22.0% | +497.1% | +662.8% |
| All | +475.1% | -21.1% | +496.2% | +662.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 1y: compounded portfolio wealth divided by compounded QID 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…
1y analysis · Full analysis span regression · 6 months rolling