+698.5%
MCHP vs QID
-100.0%
+798.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.3% | -0.9% |
| 7D | +2.8% | -2.7% | +5.5% | +1.1% |
| 30D | -12.8% | +1.8% | -14.6% | -11.7% |
| 3M | -19.2% | -2.2% | -17.0% | -17.0% |
| 6M | +14.5% | -32.1% | +46.7% | -2.6% |
| YTD | +17.1% | -28.6% | +45.7% | +3.3% |
| 1Y | +15.3% | -36.3% | +51.6% | -3.2% |
| 3Y | +0.5% | -74.4% | +74.9% | -39.1% |
| 5Y | +6.1% | -80.8% | +86.9% | -29.2% |
| 10Y | +192.2% | -99.1% | +291.4% | -38.8% |
| All | +698.5% | -100.0% | +798.5% | -54.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling