+779.9%
QLD vs MDB
+823.0%
-43.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -7.2% | -5.5% | -10.0% |
| 7D | -18.6% | -20.9% | +2.3% | -10.9% |
| 30D | -28.3% | -15.6% | -12.7% | -23.6% |
| 3M | -20.4% | -19.1% | -1.3% | -15.8% |
| 6M | -14.3% | +14.2% | -28.5% | -22.9% |
| YTD | +2.8% | -27.4% | +30.2% | +6.8% |
| 1Y | -1.2% | -13.0% | +11.8% | -5.5% |
| 3Y | +135.3% | -11.2% | +146.5% | +96.2% |
| 5Y | +62.6% | -45.2% | +107.7% | +44.8% |
| All | +779.9% | +823.0% | -43.1% | +146.6% |
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