+184.2%
QLD vs MRSH
-3.1%
+187.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | -0.1% |
| 7D | +3.0% | -3.8% | +6.7% | +3.0% |
| 30D | -1.8% | -5.8% | +4.0% | -1.8% |
| 3M | -1.8% | +11.7% | -13.5% | -3.5% |
| 6M | +36.9% | -0.3% | +37.2% | +38.2% |
| YTD | +28.7% | -1.1% | +29.8% | +29.9% |
| 1Y | +41.9% | -9.5% | +51.3% | +48.9% |
| 3Y | +184.2% | -2.6% | +186.8% | +189.3% |
| All | +184.2% | -3.1% | +187.3% | +189.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 3y: compounded portfolio wealth divided by compounded MRSH 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…
3y analysis · Full analysis span regression · 6 months rolling