+7,364.1%
QLD vs MXL
+174.0%
+7,190.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +11.0% | -8.4% | -1.1% |
| 7D | -10.3% | -27.1% | +16.8% | -1.3% |
| 30D | -26.1% | -54.2% | +28.1% | -6.2% |
| 3M | -17.8% | -29.9% | +12.2% | -11.7% |
| 6M | -15.6% | -39.5% | +23.9% | -10.8% |
| YTD | +5.4% | +182.2% | -176.8% | -44.7% |
| 1Y | +5.2% | +231.8% | -226.6% | -48.3% |
| 3Y | +139.4% | +195.9% | -56.5% | +2.6% |
| 5Y | +66.7% | -27.3% | +94.0% | +19.2% |
| 10Y | +1,422.1% | +159.9% | +1,262.1% | +516.1% |
| All | +7,364.1% | +174.0% | +7,190.2% | +2,536.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling