+1,418.0%
QLD vs MDY
+180.7%
+1,237.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.2% | +3.6% | +1.6% |
| 7D | -1.4% | +0.7% | -2.1% | -1.8% |
| 30D | -19.6% | +1.3% | -20.9% | -20.6% |
| 3M | -14.1% | -4.1% | -10.1% | -7.2% |
| 6M | -13.6% | +1.0% | -14.6% | -13.2% |
| YTD | +12.5% | +13.3% | -0.8% | -5.8% |
| 1Y | +13.1% | +15.7% | -2.6% | -8.4% |
| 3Y | +154.7% | +59.6% | +95.2% | +26.8% |
| 5Y | +81.1% | +36.3% | +44.8% | +27.2% |
| 10Y | +1,418.0% | +173.6% | +1,244.4% | +366.1% |
| All | +1,418.0% | +180.7% | +1,237.3% | +366.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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