+12.7%
QLD vs MULL
+338.1%
-325.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +24.0% | -19.4% | +0.3% |
| 7D | -1.2% | -2.5% | +1.4% | -1.9% |
| 30D | -15.7% | -40.1% | +24.4% | -9.8% |
| 3M | -10.0% | -28.2% | +18.2% | -7.7% |
| 6M | -11.2% | -39.6% | +28.4% | -12.7% |
| YTD | +16.4% | +262.6% | -246.3% | -18.3% |
| 1Y | +12.7% | +366.2% | -353.5% | -26.1% |
| All | +12.7% | +338.1% | -325.5% | -26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling