+91.8%
QLD vs MTB
+65.0%
+26.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.8% | +4.8% |
| 7D | -1.2% | -2.0% | +0.8% | +0.2% |
| 30D | -15.7% | +0.1% | -15.8% | -15.7% |
| 3M | -10.0% | -12.1% | +2.1% | -2.9% |
| 6M | -11.2% | +7.3% | -18.5% | -15.6% |
| YTD | +16.4% | +11.5% | +4.8% | +7.5% |
| 1Y | +12.7% | +21.3% | -8.6% | -1.4% |
| 3Y | +152.3% | +104.1% | +48.2% | +60.2% |
| 5Y | +91.8% | +61.8% | +29.9% | +44.1% |
| All | +91.8% | +65.0% | +26.8% | +44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling