+8.2%
MDB vs QS
-45.8%
+54.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.6% | +7.3% | +1.8% |
| 7D | -4.5% | -4.2% | -0.3% | -3.9% |
| 30D | -14.0% | -15.7% | +1.7% | -11.5% |
| 3M | +5.3% | -28.7% | +34.0% | +10.5% |
| 6M | +31.9% | -23.2% | +55.1% | +35.7% |
| YTD | -14.6% | -49.9% | +35.3% | -8.1% |
| 1Y | +8.2% | -38.8% | +47.0% | +12.1% |
| All | +8.2% | -45.8% | +54.0% | +12.1% |
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