+1,739.5%
MULL vs QID
-34.8%
+1,774.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -6.3% |
| 7D | -8.4% | +1.3% | -9.7% | -4.7% |
| 30D | +9.7% | +2.9% | +6.7% | +21.7% |
| 3M | -26.8% | -0.7% | -26.0% | -4.2% |
| 6M | +220.7% | -29.7% | +250.4% | +141.4% |
| YTD | +509.0% | -27.9% | +536.9% | +437.7% |
| 1Y | +1,739.5% | -34.6% | +1,774.1% | +1,325.0% |
| All | +1,739.5% | -34.8% | +1,774.3% | +1,325.0% |
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