+82.1%
QLD vs MDY
+34.6%
+47.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.3% | -2.2% |
| 7D | +7.0% | +2.3% | +4.7% | +2.8% |
| 30D | -14.3% | +2.0% | -16.3% | -16.7% |
| 3M | -16.0% | -5.6% | -10.4% | -5.6% |
| 6M | -14.2% | +1.3% | -15.5% | -14.3% |
| YTD | +12.8% | +12.3% | +0.4% | -6.5% |
| 1Y | +14.1% | +15.8% | -1.7% | -10.6% |
| 3Y | +146.0% | +56.5% | +89.5% | +10.4% |
| All | +82.1% | +34.6% | +47.5% | +16.4% |
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