+1,003.7%
QLD vs MDB
+1,017.4%
-13.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +1.9% |
| 7D | +0.6% | -17.4% | +18.0% | +7.5% |
| 30D | -0.1% | -2.0% | +1.9% | -0.6% |
| 3M | -8.4% | -3.0% | -5.4% | -9.1% |
| 6M | +32.2% | +48.7% | -16.5% | +8.1% |
| YTD | +28.9% | -12.1% | +41.0% | +26.2% |
| 1Y | +43.8% | +14.5% | +29.3% | +25.2% |
| 3Y | +176.6% | -6.1% | +182.7% | +129.7% |
| 5Y | +121.6% | -27.3% | +148.9% | +78.0% |
| All | +1,003.7% | +1,017.4% | -13.7% | +191.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling