+1,628.2%
QLD vs MTB
+176.7%
+1,451.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +0.6% | +1.7% | -1.2% | -0.3% |
| 30D | -0.1% | -4.2% | +4.1% | +2.1% |
| 3M | -8.4% | +8.9% | -17.2% | -12.7% |
| 6M | +32.2% | +10.9% | +21.3% | +24.4% |
| YTD | +28.9% | +21.5% | +7.4% | +15.2% |
| 1Y | +43.8% | +21.9% | +21.9% | +27.9% |
| 3Y | +176.6% | +109.2% | +67.3% | +83.8% |
| 5Y | +121.6% | +102.0% | +19.6% | +48.9% |
| All | +1,628.2% | +176.7% | +1,451.5% | +928.2% |
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