-5.6%
MDB vs QID
-74.5%
+68.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.7% | -3.3% |
| 7D | -18.0% | -2.7% | -15.3% | -19.5% |
| 30D | -10.7% | +1.8% | -12.5% | -9.2% |
| 3M | +1.0% | -2.2% | +3.1% | +1.5% |
| 6M | +31.6% | -32.1% | +63.8% | +3.9% |
| YTD | -15.2% | -28.6% | +13.4% | -29.3% |
| 1Y | +10.1% | -36.3% | +46.4% | -13.8% |
| 3Y | -5.6% | -74.4% | +68.8% | -55.2% |
| All | -5.6% | -74.5% | +68.8% | -55.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling