+42.6%
QLD vs MULL
+1,070.1%
-1,027.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.7% |
| 7D | -3.8% | -32.2% | +28.4% | +3.0% |
| 30D | -20.5% | -55.4% | +34.8% | -7.9% |
| 3M | -14.6% | -41.3% | +26.6% | -8.0% |
| 6M | -14.7% | -44.9% | +30.2% | -16.5% |
| YTD | +11.2% | +192.4% | -181.2% | -32.5% |
| 1Y | +7.1% | +239.4% | -232.3% | -39.2% |
| All | +42.6% | +1,070.1% | -1,027.4% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 10y: compounded portfolio wealth divided by compounded MULL 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…
10y analysis · Full analysis span regression · 6 months rolling