+133.5%
QLD vs MDB
-12.3%
+145.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -7.2% | -5.5% | -10.8% |
| 7D | -18.6% | -20.9% | +2.3% | -13.2% |
| 30D | -28.3% | -15.6% | -12.7% | -24.9% |
| 3M | -20.4% | -19.1% | -1.3% | -17.0% |
| 6M | -14.3% | +14.2% | -28.5% | -20.0% |
| YTD | +2.8% | -27.4% | +30.2% | +7.0% |
| 1Y | -1.2% | -13.0% | +11.8% | -3.2% |
| All | +133.5% | -12.3% | +145.8% | +100.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling