+146.0%
QLD vs MXL
+237.7%
-91.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.4% | +2.9% | -1.2% |
| 7D | +7.0% | +13.4% | -6.4% | +3.8% |
| 30D | -14.3% | -29.2% | +14.9% | -8.3% |
| 3M | -16.0% | -27.2% | +11.2% | -12.2% |
| 6M | -14.2% | -36.4% | +22.2% | -10.7% |
| YTD | +12.8% | +220.0% | -207.3% | -29.2% |
| 1Y | +14.1% | +304.8% | -290.7% | -33.7% |
| 3Y | +146.0% | +238.5% | -92.5% | +29.9% |
| All | +146.0% | +237.7% | -91.7% | +29.9% |
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