+10.3%
QLD vs MDLN
+13.3%
-2.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.6% |
| 7D | -10.3% | +23.4% | -33.7% | -11.5% |
| 30D | -26.1% | +11.8% | -37.9% | -26.6% |
| 3M | -17.8% | +14.9% | -32.6% | -18.5% |
| 6M | -15.6% | -5.6% | -9.9% | -15.1% |
| YTD | +5.4% | -5.6% | +11.0% | +5.7% |
| All | +10.3% | +13.3% | -2.9% | +10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling