-15.6%
QLD vs MET
+23.7%
-39.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +2.3% |
| 7D | -10.3% | -1.2% | -9.1% | -9.9% |
| 30D | -26.1% | +3.2% | -29.3% | -24.4% |
| 3M | -17.8% | -1.1% | -16.7% | -17.7% |
| 6M | -15.6% | +25.0% | -40.6% | -3.9% |
| All | -15.6% | +23.7% | -39.3% | -3.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling