+1,017.5%
MDB vs QID
-98.5%
+1,116.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +1.0% |
| 7D | -4.5% | -1.9% | -2.6% | -5.9% |
| 30D | -14.0% | +1.7% | -15.7% | -12.4% |
| 3M | +5.3% | -3.9% | +9.2% | +4.3% |
| 6M | +31.9% | -30.0% | +61.9% | +5.2% |
| YTD | -14.6% | -28.2% | +13.6% | -29.4% |
| 1Y | +8.2% | -35.6% | +43.9% | -15.9% |
| 3Y | -5.0% | -74.3% | +69.3% | -53.8% |
| 5Y | -24.5% | -80.8% | +56.3% | -55.3% |
| All | +1,017.5% | -98.5% | +1,116.0% | +136.0% |
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