+297.0%
MXL vs QID
-21.1%
+318.1%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -1.8% | -9.3% | -14.1% |
| 7D | -24.3% | +9.8% | -34.1% | -11.1% |
| 30D | -46.1% | +18.9% | -65.0% | -24.7% |
| 3M | -21.8% | +9.6% | -31.4% | -0.1% |
| 6M | -27.2% | -7.8% | -19.4% | -16.4% |
| YTD | +226.2% | -23.3% | +249.5% | +227.9% |
| 1Y | +297.0% | -22.0% | +319.0% | +318.6% |
| All | +297.0% | -21.1% | +318.1% | +318.6% |
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