+1,065.8%
MDB vs QID
-98.5%
+1,164.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.3% | +2.0% | +6.0% |
| 7D | -2.8% | +2.7% | -5.5% | -0.9% |
| 30D | -14.9% | +3.3% | -18.2% | -12.3% |
| 3M | +7.3% | -5.5% | +12.9% | +5.0% |
| 6M | +38.2% | -28.4% | +66.6% | +11.9% |
| YTD | -10.9% | -26.6% | +15.6% | -25.1% |
| 1Y | +11.6% | -34.1% | +45.8% | -11.8% |
| 3Y | -0.9% | -73.7% | +72.8% | -51.1% |
| 5Y | -23.5% | -80.7% | +57.2% | -54.4% |
| All | +1,065.8% | -98.5% | +1,164.3% | +150.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling