+7,256.1%
QLD vs MET
+297.7%
+6,958.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -3.1% | -9.7% | -10.9% |
| 7D | -18.6% | -0.5% | -18.1% | -18.1% |
| 30D | -28.3% | +3.3% | -31.6% | -29.7% |
| 3M | -20.4% | +4.2% | -24.6% | -22.7% |
| 6M | -14.3% | +27.3% | -41.6% | -27.1% |
| YTD | +2.8% | +29.8% | -27.0% | -13.8% |
| 1Y | -1.2% | +30.2% | -31.4% | -17.4% |
| 3Y | +135.3% | +77.6% | +57.7% | +63.3% |
| 5Y | +62.6% | +82.3% | -19.7% | +12.6% |
| 10Y | +1,384.3% | +233.0% | +1,151.3% | +595.4% |
| All | +7,256.1% | +297.7% | +6,958.4% | +2,441.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling