-8.0%
MDB vs Q
+66.4%
-74.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.3% | -3.6% | +1.2% |
| 7D | -11.4% | +0.3% | -11.7% | -11.4% |
| 30D | -13.8% | -9.8% | -4.0% | -12.1% |
| 3M | -15.5% | -12.2% | -3.2% | -13.5% |
| 6M | +17.9% | -21.6% | +39.5% | +19.6% |
| YTD | -25.5% | +43.6% | -69.0% | -39.5% |
| 1Y | -12.1% | +25.7% | -37.8% | -27.3% |
| All | -8.0% | +66.4% | -74.4% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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