+35.2%
QLD vs MULL
+968.6%
-933.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +9.1% | -6.6% | +0.6% |
| 7D | -10.3% | -42.7% | +32.4% | -0.6% |
| 30D | -26.1% | -63.8% | +37.7% | -10.6% |
| 3M | -17.8% | -49.0% | +31.3% | -8.7% |
| 6M | -15.6% | -38.2% | +22.6% | -20.2% |
| YTD | +5.4% | +167.0% | -161.7% | -34.8% |
| 1Y | +5.2% | +247.7% | -242.5% | -41.0% |
| All | +35.2% | +968.6% | -933.4% | -56.7% |
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