+14.8%
MDB vs QID
+1.8%
+13.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.6% | +6.5% | -0.9% |
| 7D | +3.0% | -1.1% | +4.1% | +3.4% |
| 30D | -11.3% | +14.4% | -25.7% | -2.6% |
| 3M | -23.0% | +6.7% | -29.7% | -17.1% |
| 6M | +14.8% | +2.6% | +12.2% | +23.6% |
| All | +14.8% | +1.8% | +13.0% | +23.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling