+154.7%
QLD vs MXL
+227.7%
-73.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +13.7% | -6.9% | +3.7% |
| 7D | -1.4% | -8.8% | +7.4% | +0.1% |
| 30D | -19.6% | -41.9% | +22.3% | -10.2% |
| 3M | -14.1% | -25.4% | +11.3% | -10.8% |
| 6M | -13.6% | -44.0% | +30.4% | -7.7% |
| YTD | +12.5% | +220.8% | -208.2% | -29.4% |
| 1Y | +13.1% | +278.8% | -265.6% | -32.9% |
| 3Y | +154.7% | +249.4% | -94.7% | +29.1% |
| All | +154.7% | +227.7% | -73.0% | +29.1% |
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