+176.1%
QLD vs MDB
-5.3%
+181.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +1.4% |
| 7D | +0.6% | -17.4% | +18.0% | +5.4% |
| 30D | -0.1% | -2.0% | +1.9% | -0.4% |
| 3M | -8.4% | -3.0% | -5.4% | -8.7% |
| 6M | +32.2% | +48.7% | -16.5% | +14.5% |
| YTD | +28.9% | -12.1% | +41.0% | +28.3% |
| 1Y | +43.8% | +14.5% | +29.3% | +30.9% |
| All | +176.1% | -5.3% | +181.4% | +143.7% |
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