+282.4%
MXL vs QID
-99.9%
+382.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.5% | +7.0% | +7.9% |
| 7D | +19.0% | -1.9% | +20.9% | +17.2% |
| 30D | +4.5% | +1.7% | +2.8% | +6.7% |
| 3M | -1.5% | -3.9% | +2.4% | +3.9% |
| 6M | +348.6% | -30.0% | +378.6% | +296.0% |
| YTD | +310.3% | -28.2% | +338.5% | +273.7% |
| 1Y | +344.7% | -35.6% | +380.4% | +286.8% |
| 3Y | +211.2% | -74.3% | +285.5% | +90.0% |
| 5Y | +34.8% | -80.8% | +115.7% | -5.0% |
| 10Y | +286.5% | -99.2% | +385.7% | -34.6% |
| All | +282.4% | -99.9% | +382.3% | -81.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling