+1,520.2%
QLD vs MDY
+173.8%
+1,346.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.9% | +3.3% |
| 7D | -1.2% | +0.2% | -1.4% | -0.8% |
| 30D | -15.7% | +2.1% | -17.9% | -17.9% |
| 3M | -10.0% | -3.6% | -6.4% | -3.5% |
| 6M | -11.2% | +1.7% | -12.9% | -11.7% |
| YTD | +16.4% | +13.8% | +2.5% | -3.3% |
| 1Y | +12.7% | +15.5% | -2.9% | -8.5% |
| 3Y | +152.3% | +58.3% | +94.0% | +27.2% |
| 5Y | +91.8% | +37.4% | +54.3% | +33.0% |
| 10Y | +1,520.2% | +171.0% | +1,349.3% | +403.8% |
| All | +1,520.2% | +173.8% | +1,346.4% | +403.8% |
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