+62.6%
QLD vs MDB
-43.7%
+106.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -7.2% | -5.5% | -10.1% |
| 7D | -18.6% | -20.9% | +2.3% | -11.3% |
| 30D | -28.3% | -15.6% | -12.7% | -23.8% |
| 3M | -20.4% | -19.1% | -1.3% | -16.1% |
| 6M | -14.3% | +14.2% | -28.5% | -22.5% |
| YTD | +2.8% | -27.4% | +30.2% | +7.0% |
| 1Y | -1.2% | -13.0% | +11.8% | -5.2% |
| 3Y | +135.3% | -11.2% | +146.5% | +96.9% |
| 5Y | +62.6% | -45.2% | +107.7% | +44.1% |
| All | +62.6% | -43.7% | +106.2% | +44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling