+206.1%
MXL vs QID
-73.3%
+279.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.3% | -5.3% | -0.4% |
| 7D | +16.6% | +2.7% | +13.9% | +20.4% |
| 30D | +0.5% | +3.3% | -2.9% | +5.6% |
| 3M | -3.6% | -5.5% | +1.9% | +1.7% |
| 6M | +328.0% | -28.4% | +356.4% | +263.3% |
| YTD | +297.8% | -26.6% | +324.4% | +252.1% |
| 1Y | +339.4% | -34.1% | +373.5% | +262.8% |
| All | +206.1% | -73.3% | +279.4% | +40.5% |
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