-9.0%
MDB vs QS
-73.9%
+64.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.4% | +7.2% | +3.4% |
| 7D | +3.0% | -5.0% | +7.9% | +4.4% |
| 30D | -11.3% | -1.4% | -9.9% | -11.2% |
| 3M | -23.0% | -33.6% | +10.6% | -14.2% |
| 6M | +14.8% | -47.6% | +62.3% | +33.8% |
| YTD | -19.4% | -59.6% | +40.2% | -2.8% |
| 1Y | -9.0% | -73.5% | +64.6% | +39.3% |
| All | -9.0% | -73.9% | +64.9% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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