+139.4%
QLD vs MTB
+95.2%
+44.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.5% | +3.1% |
| 7D | -10.3% | -1.3% | -8.9% | -9.5% |
| 30D | -26.1% | +0.5% | -26.6% | -26.2% |
| 3M | -17.8% | -12.4% | -5.4% | -11.3% |
| 6M | -15.6% | +1.5% | -17.1% | -17.1% |
| YTD | +5.4% | +10.3% | -4.9% | -2.4% |
| 1Y | +5.2% | +22.2% | -17.0% | -8.9% |
| 3Y | +139.4% | +96.9% | +42.5% | +74.8% |
| All | +139.4% | +95.2% | +44.2% | +74.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling