+44.3%
QLD vs MULL
+1,100.2%
-1,055.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +12.3% | -5.5% | +4.2% |
| 7D | -1.4% | -27.1% | +25.7% | +3.9% |
| 30D | -19.6% | -54.2% | +34.7% | -7.3% |
| 3M | -14.1% | -42.0% | +27.8% | -7.2% |
| 6M | -13.6% | -43.5% | +29.9% | -16.0% |
| YTD | +12.5% | +199.9% | -187.4% | -32.0% |
| 1Y | +13.1% | +292.8% | -279.7% | -38.2% |
| All | +44.3% | +1,100.2% | -1,055.8% | -54.9% |
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