+2,330.7%
MULL vs QID
-51.7%
+2,382.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.3% | -11.7% | -4.1% |
| 7D | +3.6% | +2.7% | +0.9% | +10.7% |
| 30D | +22.0% | +3.3% | +18.7% | +34.6% |
| 3M | -8.6% | -5.5% | -3.1% | +7.8% |
| 6M | +248.5% | -28.4% | +276.9% | +199.9% |
| YTD | +516.3% | -26.6% | +542.8% | +501.4% |
| 1Y | +2,036.6% | -34.1% | +2,070.8% | +1,873.7% |
| All | +2,330.7% | -51.7% | +2,382.4% | +2,222.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling