+302.4%
MXL vs QID
-99.2%
+401.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.8% | +9.3% | +6.1% |
| 7D | +18.9% | +1.3% | +17.6% | +20.2% |
| 30D | +0.3% | +2.9% | -2.6% | +3.7% |
| 3M | -8.0% | -0.7% | -7.3% | -0.8% |
| 6M | +341.2% | -29.7% | +370.9% | +288.2% |
| YTD | +327.8% | -27.9% | +355.7% | +289.1% |
| 1Y | +364.9% | -34.6% | +399.5% | +306.0% |
| 3Y | +229.2% | -73.5% | +302.8% | +99.3% |
| 5Y | +42.8% | -81.0% | +123.8% | -2.7% |
| All | +302.4% | -99.2% | +401.6% | -37.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling