-15.6%
QLD vs MTB
+1.5%
-17.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.5% | +2.7% |
| 7D | -10.3% | -1.3% | -8.9% | -9.8% |
| 30D | -26.1% | +0.5% | -26.6% | -25.7% |
| 3M | -17.8% | -12.4% | -5.4% | -17.0% |
| 6M | -15.6% | +1.5% | -17.1% | -13.3% |
| All | -15.6% | +1.5% | -17.1% | -13.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling