+920.8%
MDB vs QID
-98.4%
+1,019.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -6.8% | +11.5% | -0.4% |
| 7D | -0.9% | -0.8% | -0.2% | -0.4% |
| 30D | -15.2% | +20.1% | -35.2% | 0.0% |
| 3M | -17.9% | +11.8% | -29.7% | -7.0% |
| 6M | +9.3% | +5.5% | +3.8% | +21.2% |
| YTD | -22.0% | -21.5% | -0.5% | -28.5% |
| 1Y | -9.3% | -22.6% | +13.3% | -16.9% |
| 3Y | -10.4% | -72.3% | +61.9% | -53.1% |
| 5Y | -43.2% | -76.9% | +33.7% | -60.8% |
| All | +920.8% | -98.4% | +1,019.2% | +138.7% |
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 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