+1,502.1%
QLD vs MTB
+115.1%
+1,387.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.8% |
| 7D | +7.0% | +1.5% | +5.5% | +6.2% |
| 30D | -14.3% | +2.3% | -16.7% | -15.3% |
| 3M | -16.0% | -12.1% | -3.9% | -10.1% |
| 6M | -14.2% | +9.8% | -24.0% | -18.8% |
| YTD | +12.8% | +12.0% | +0.8% | +5.1% |
| 1Y | +14.1% | +22.0% | -8.0% | +1.4% |
| 3Y | +146.0% | +107.6% | +38.4% | +64.5% |
| 5Y | +82.0% | +61.9% | +20.2% | +37.4% |
| All | +1,502.1% | +115.1% | +1,387.0% | +1,085.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling