+32.2%
QLD vs MDB
+44.2%
-12.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +1.0% |
| 7D | +0.6% | -17.4% | +18.0% | +3.6% |
| 30D | -0.1% | -2.0% | +1.9% | -0.3% |
| 3M | -8.4% | -3.0% | -5.4% | -8.4% |
| 6M | +32.2% | +48.7% | -16.5% | +21.2% |
| All | +32.2% | +44.2% | -12.0% | +21.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling