+9,030.5%
QLD vs MXL
+249.5%
+8,781.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.5% | -5.2% | -1.5% |
| 7D | +0.6% | +1.6% | -1.1% | -0.1% |
| 30D | -0.1% | -7.0% | +6.9% | +0.9% |
| 3M | -8.4% | -33.4% | +25.0% | -1.3% |
| 6M | +32.2% | +260.2% | -228.0% | -33.1% |
| YTD | +28.9% | +260.0% | -231.1% | -35.4% |
| 1Y | +43.8% | +303.5% | -259.6% | -32.2% |
| 3Y | +176.6% | +160.4% | +16.2% | +29.6% |
| 5Y | +121.6% | +14.7% | +106.9% | +39.2% |
| 10Y | +1,652.9% | +215.6% | +1,437.3% | +585.9% |
| All | +9,030.5% | +249.5% | +8,781.0% | +2,977.6% |
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