+8.4%
QLD vs MET
+36.6%
-28.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.5% | +3.3% | +5.8% |
| 7D | -1.4% | +1.3% | -2.8% | -1.6% |
| 30D | -19.6% | +4.0% | -23.6% | -20.2% |
| 3M | -14.1% | +4.6% | -18.7% | -14.9% |
| 6M | -13.6% | +32.8% | -46.4% | -22.6% |
| YTD | +12.5% | +32.3% | -19.8% | -2.0% |
| All | +8.4% | +36.6% | -28.2% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 1y: compounded portfolio wealth divided by compounded MET 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…
1y analysis · Full analysis span regression · 6 months rolling