+802.3%
QLD vs MDB
+848.0%
-45.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.2% | +1.5% |
| 7D | -10.3% | -11.4% | +1.1% | -5.9% |
| 30D | -26.1% | -13.8% | -12.2% | -21.8% |
| 3M | -17.8% | -15.5% | -2.3% | -14.5% |
| 6M | -15.6% | +17.9% | -33.5% | -25.0% |
| YTD | +5.4% | -25.5% | +30.8% | +8.5% |
| 1Y | +5.2% | -12.1% | +17.3% | +0.3% |
| 3Y | +139.4% | -5.9% | +145.3% | +95.1% |
| 5Y | +66.7% | -43.7% | +110.4% | +47.0% |
| All | +802.3% | +848.0% | -45.7% | +150.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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