+21.0%
QLD vs MDLN
+14.2%
+6.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.2% | +4.5% | -0.2% |
| 7D | +12.5% | +0.6% | +11.9% | +12.5% |
| 30D | -15.7% | +12.0% | -27.7% | -16.3% |
| 3M | -11.9% | +12.6% | -24.5% | -12.7% |
| 6M | -10.3% | +3.7% | -14.0% | -10.5% |
| YTD | +15.6% | -4.8% | +20.4% | +15.9% |
| All | +21.0% | +14.2% | +6.8% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 10y: compounded portfolio wealth divided by compounded MDLN 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…
10y analysis · Full analysis span regression · 6 months rolling