+122.1%
QLD vs MDY
+47.1%
+75.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +1.0% |
| 7D | +3.0% | +1.0% | +1.9% | +1.1% |
| 30D | -1.8% | -3.1% | +1.3% | +4.1% |
| 3M | -1.8% | +1.8% | -3.6% | -4.1% |
| 6M | +36.9% | +10.8% | +26.1% | +15.7% |
| YTD | +28.7% | +14.4% | +14.3% | +2.3% |
| 1Y | +41.9% | +15.2% | +26.7% | +11.5% |
| 3Y | +184.2% | +51.2% | +133.0% | +36.7% |
| 5Y | +122.1% | +47.2% | +74.9% | +22.6% |
| All | +122.1% | +47.1% | +75.0% | +22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling