+185.3%
QLD vs MXL
+166.4%
+18.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.5% | -5.2% | -0.9% |
| 7D | +0.6% | +1.6% | -1.1% | +0.1% |
| 30D | -0.1% | -7.0% | +6.9% | +0.7% |
| 3M | -8.4% | -33.4% | +25.0% | -3.3% |
| 6M | +32.2% | +260.2% | -228.0% | -17.3% |
| YTD | +28.9% | +260.0% | -231.1% | -20.0% |
| 1Y | +43.8% | +303.5% | -259.6% | -15.0% |
| All | +185.3% | +166.4% | +18.9% | +69.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling