+92.9%
QQQ vs MXL
+222.8%
-129.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.5% | -6.7% | 0.0% |
| 7D | -0.6% | +18.9% | -19.4% | -2.5% |
| 30D | -1.2% | +0.3% | -1.5% | -1.6% |
| 3M | -0.2% | -8.0% | +7.8% | -1.4% |
| 6M | +17.9% | +341.2% | -323.3% | -9.2% |
| YTD | +16.6% | +327.8% | -311.2% | -10.2% |
| 1Y | +23.0% | +364.9% | -341.9% | -7.4% |
| 3Y | +92.9% | +229.2% | -136.3% | +42.7% |
| All | +92.9% | +222.8% | -129.9% | +42.7% |
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