+1,646.5%
QLD vs MXL
+243.3%
+1,403.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.0% | -6.2% | -2.3% |
| 7D | +3.0% | +15.5% | -12.5% | -2.3% |
| 30D | -1.8% | -11.3% | +9.5% | +0.9% |
| 3M | -1.8% | -16.1% | +14.3% | -2.4% |
| 6M | +36.9% | +323.0% | -286.1% | -40.1% |
| YTD | +28.7% | +281.5% | -252.8% | -41.9% |
| 1Y | +41.9% | +319.3% | -277.4% | -39.8% |
| 3Y | +184.2% | +189.4% | -5.2% | +14.2% |
| 5Y | +122.1% | +26.0% | +96.1% | +28.8% |
| 10Y | +1,646.5% | +243.5% | +1,403.0% | +408.8% |
| All | +1,646.5% | +243.3% | +1,403.2% | +408.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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