+1,397.6%
MUU vs QLD
+61.6%
+1,336.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.2% | +4.6% | +19.5% | +13.6% |
| 7D | -2.5% | -1.2% | -1.3% | +7.9% |
| 30D | -39.7% | -15.7% | -24.0% | -3.0% |
| 3M | -27.4% | -10.0% | -17.4% | +2.3% |
| 6M | -38.4% | -11.2% | -27.2% | +12.1% |
| YTD | +276.4% | +16.4% | +260.1% | +340.4% |
| 1Y | +390.7% | +12.7% | +378.1% | +538.9% |
| All | +1,397.6% | +61.6% | +1,336.0% | +1,217.6% |
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