+1,049.8%
MDB vs QID
-98.5%
+1,148.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.3% |
| 7D | -17.4% | -0.6% | -16.8% | -17.8% |
| 30D | -2.0% | 0.0% | -2.0% | -1.4% |
| 3M | -3.0% | +3.7% | -6.7% | +2.5% |
| 6M | +48.7% | -29.9% | +78.5% | +18.7% |
| YTD | -12.1% | -28.8% | +16.6% | -27.8% |
| 1Y | +14.5% | -37.2% | +51.7% | -12.6% |
| 3Y | -6.1% | -73.7% | +67.6% | -53.6% |
| 5Y | -27.3% | -80.7% | +53.4% | -56.9% |
| All | +1,049.8% | -98.5% | +1,148.3% | +141.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling