+5.2%
QLD vs MDB
-13.6%
+18.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.2% | +2.0% |
| 7D | -10.3% | -11.4% | +1.1% | -7.9% |
| 30D | -26.1% | -13.8% | -12.2% | -23.6% |
| 3M | -17.8% | -15.5% | -2.3% | -15.6% |
| 6M | -15.6% | +17.9% | -33.5% | -18.9% |
| YTD | +5.4% | -25.5% | +30.8% | +9.4% |
| 1Y | +5.2% | -12.1% | +17.3% | +5.8% |
| All | +5.2% | -13.6% | +18.8% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling