+1,351.8%
QLD vs MDY
+171.7%
+1,180.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +1.5% |
| 7D | -10.3% | -1.7% | -8.6% | -7.3% |
| 30D | -26.1% | -0.9% | -25.1% | -24.4% |
| 3M | -17.8% | -5.7% | -12.0% | -8.6% |
| 6M | -15.6% | -2.9% | -12.6% | -9.5% |
| YTD | +5.4% | +9.8% | -4.5% | -7.3% |
| 1Y | +5.2% | +13.5% | -8.3% | -12.2% |
| 3Y | +139.4% | +51.9% | +87.5% | +29.1% |
| 5Y | +66.7% | +32.0% | +34.7% | +23.2% |
| All | +1,351.8% | +171.7% | +1,180.2% | +374.6% |
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