+348.6%
MXL vs QID
-33.1%
+381.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.5% | +7.0% | +8.4% |
| 7D | +19.0% | -1.9% | +20.9% | +14.8% |
| 30D | +4.5% | +1.7% | +2.8% | +9.4% |
| 3M | -1.5% | -3.9% | +2.4% | +7.4% |
| 6M | +348.6% | -30.0% | +378.6% | +253.8% |
| All | +348.6% | -33.1% | +381.7% | +253.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling