+146.0%
QLD vs MUB
+9.9%
+136.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -1.9% |
| 7D | +7.0% | -1.3% | +8.3% | +9.2% |
| 30D | -14.3% | +2.2% | -16.5% | -17.7% |
| 3M | -16.0% | -1.6% | -14.4% | -13.2% |
| 6M | -14.2% | -1.3% | -13.0% | -11.6% |
| YTD | +12.8% | -0.7% | +13.4% | +15.3% |
| 1Y | +14.1% | -0.2% | +14.3% | +16.0% |
| 3Y | +146.0% | +9.6% | +136.3% | +107.7% |
| All | +146.0% | +9.9% | +136.0% | +107.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling