+48.3%
QLD vs MULL
+1,303.2%
-1,254.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | 0.0% |
| 7D | +12.5% | +43.3% | -30.8% | +3.8% |
| 30D | -15.7% | -37.4% | +21.7% | -9.2% |
| 3M | -11.9% | -36.8% | +24.9% | -6.9% |
| 6M | -10.3% | -36.9% | +26.6% | -14.8% |
| YTD | +15.6% | +250.7% | -235.1% | -32.8% |
| 1Y | +12.1% | +337.6% | -325.5% | -40.1% |
| All | +48.3% | +1,303.2% | -1,254.9% | -55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling