-4.8%
MDB vs QID
-20.9%
+16.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.3% | 0.0% |
| 7D | +6.8% | -7.1% | +14.0% | +2.3% |
| 30D | -6.2% | +12.6% | -18.8% | +3.6% |
| 3M | -29.2% | +14.2% | -43.5% | -20.4% |
| 6M | +10.3% | +6.2% | +4.1% | +22.3% |
| YTD | -20.4% | -21.8% | +1.4% | -25.8% |
| 1Y | -4.8% | -23.1% | +18.3% | -11.7% |
| All | -4.8% | -20.9% | +16.0% | -11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling