+199.5%
MCHP vs QID
-99.2%
+298.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.8% | +5.4% | +2.4% |
| 7D | 0.0% | +1.3% | -1.2% | +1.0% |
| 30D | -6.0% | +2.9% | -9.0% | -3.8% |
| 3M | -19.7% | -0.7% | -19.0% | -16.8% |
| 6M | +14.0% | -29.7% | +43.7% | -3.3% |
| YTD | +18.4% | -27.9% | +46.3% | +2.9% |
| 1Y | +17.1% | -34.6% | +51.7% | -2.8% |
| 3Y | +0.7% | -73.5% | +74.2% | -42.9% |
| 5Y | +5.1% | -81.0% | +86.1% | -35.9% |
| All | +199.5% | -99.2% | +298.6% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 10y: compounded portfolio wealth divided by compounded QID 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…
10y analysis · Full analysis span regression · 6 months rolling