-1.8%
MDB vs Q
+68.3%
-70.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +1.9% | -0.8% |
| 7D | +6.8% | +1.2% | +5.7% | +6.5% |
| 30D | -6.2% | -2.7% | -3.5% | -5.6% |
| 3M | -29.2% | -16.9% | -12.3% | -26.8% |
| 6M | +10.3% | -26.9% | +37.2% | +15.4% |
| YTD | -20.4% | +45.2% | -65.6% | -35.6% |
| 1Y | -4.8% | +38.1% | -43.0% | -23.0% |
| All | -1.8% | +68.3% | -70.1% | -18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling