+5.2%
QLD vs MUB
+0.5%
+4.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.5% | +2.3% |
| 7D | -10.3% | +0.7% | -11.0% | -12.0% |
| 30D | -26.1% | +4.4% | -30.4% | -36.1% |
| 3M | -17.8% | -0.4% | -17.3% | -10.8% |
| 6M | -15.6% | -0.9% | -14.7% | -5.5% |
| YTD | +5.4% | +0.1% | +5.3% | +12.3% |
| 1Y | +5.2% | +0.5% | +4.7% | +10.6% |
| All | +5.2% | +0.5% | +4.7% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 1y: compounded portfolio wealth divided by compounded MUB 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…
1y analysis · Full analysis span regression · 6 months rolling