+942.1%
MDB vs QID
-98.4%
+1,040.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.3% | +0.3% |
| 7D | +6.8% | -7.1% | +14.0% | +1.5% |
| 30D | -6.2% | +12.6% | -18.8% | +5.4% |
| 3M | -29.2% | +14.2% | -43.5% | -18.6% |
| 6M | +10.3% | +6.2% | +4.1% | +23.1% |
| YTD | -20.4% | -21.8% | +1.4% | -27.1% |
| 1Y | -4.8% | -23.1% | +18.3% | -13.3% |
| 3Y | -11.6% | -71.3% | +59.7% | -52.5% |
| 5Y | -41.0% | -77.0% | +35.9% | -59.4% |
| All | +942.1% | -98.4% | +1,040.5% | +143.4% |
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 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