+9,127.5%
QLD vs MDY
+569.2%
+8,558.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.1% |
| 7D | +0.6% | +0.1% | +0.4% | +0.4% |
| 30D | -0.1% | -1.5% | +1.4% | +2.4% |
| 3M | -8.4% | +0.8% | -9.1% | -8.4% |
| 6M | +32.2% | +7.4% | +24.8% | +19.7% |
| YTD | +28.9% | +15.2% | +13.7% | +4.2% |
| 1Y | +43.8% | +16.5% | +27.3% | +14.3% |
| 3Y | +176.6% | +46.8% | +129.8% | +56.7% |
| 5Y | +121.6% | +46.0% | +75.5% | +40.4% |
| 10Y | +1,652.9% | +172.1% | +1,480.8% | +346.6% |
| All | +9,127.5% | +569.2% | +8,558.3% | +704.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling