+58.2%
QQQI vs MXL
+235.6%
-177.4%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.5% | -6.7% | +0.2% |
| 7D | -0.3% | +18.9% | -19.2% | -1.9% |
| 30D | -0.3% | +0.3% | -0.6% | -0.6% |
| 3M | +1.3% | -8.0% | +9.4% | +0.4% |
| 6M | +11.5% | +341.2% | -329.8% | -9.6% |
| YTD | +11.3% | +327.8% | -316.5% | -9.8% |
| 1Y | +16.9% | +364.9% | -348.0% | -7.0% |
| All | +58.2% | +235.6% | -177.4% | +19.7% |
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 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