+7,256.1%
QLD vs MTB
+249.7%
+7,006.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -2.2% | -10.6% | -11.4% |
| 7D | -18.6% | -1.9% | -16.6% | -17.5% |
| 30D | -28.3% | +0.5% | -28.8% | -28.5% |
| 3M | -20.4% | -12.2% | -8.2% | -14.0% |
| 6M | -14.3% | +3.4% | -17.7% | -16.6% |
| YTD | +2.8% | +11.3% | -8.6% | -4.8% |
| 1Y | -1.2% | +23.3% | -24.5% | -14.2% |
| 3Y | +135.3% | +96.8% | +38.5% | +51.7% |
| 5Y | +62.6% | +65.8% | -3.3% | +13.3% |
| 10Y | +1,384.3% | +140.0% | +1,244.2% | +616.9% |
| All | +7,256.1% | +249.7% | +7,006.4% | +2,594.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling