+1,450.1%
QLD vs MTB
+122.1%
+1,328.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.7% |
| 7D | -3.8% | -0.7% | -3.1% | -3.3% |
| 30D | -20.5% | +1.4% | -22.0% | -21.1% |
| 3M | -14.6% | -11.6% | -3.0% | -8.9% |
| 6M | -14.7% | +5.4% | -20.1% | -17.5% |
| YTD | +11.2% | +11.7% | -0.6% | +3.8% |
| 1Y | +7.1% | +20.5% | -13.5% | -4.1% |
| 3Y | +141.1% | +104.5% | +36.6% | +62.7% |
| 5Y | +84.3% | +65.1% | +19.2% | +37.9% |
| 10Y | +1,450.1% | +119.5% | +1,330.6% | +1,104.2% |
| All | +1,450.1% | +122.1% | +1,328.0% | +1,104.2% |
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