+7,871.8%
QLD vs MXL
+211.5%
+7,660.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +13.7% | -6.9% | +2.3% |
| 7D | -1.4% | -8.8% | +7.4% | +0.8% |
| 30D | -19.6% | -41.9% | +22.3% | -5.5% |
| 3M | -14.1% | -25.4% | +11.3% | -9.7% |
| 6M | -13.6% | -44.0% | +30.4% | -5.8% |
| YTD | +12.5% | +220.8% | -208.2% | -43.4% |
| 1Y | +13.1% | +278.8% | -265.6% | -46.9% |
| 3Y | +154.7% | +249.4% | -94.7% | +3.0% |
| 5Y | +81.1% | -17.3% | +98.4% | +24.0% |
| 10Y | +1,418.0% | +156.7% | +1,261.3% | +513.1% |
| All | +7,871.8% | +211.5% | +7,660.3% | +2,596.5% |
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