-11.6%
MDB vs QS
-32.2%
+20.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.2% | +3.5% | -0.9% |
| 7D | +6.8% | -14.0% | +20.8% | +9.0% |
| 30D | -6.2% | -6.4% | +0.2% | -5.5% |
| 3M | -29.2% | -40.3% | +11.0% | -24.3% |
| 6M | +10.3% | -57.5% | +67.8% | +22.0% |
| YTD | -20.4% | -64.7% | +44.3% | -11.0% |
| 1Y | -4.8% | -72.9% | +68.1% | +9.3% |
| 3Y | -11.6% | -33.5% | +21.9% | -19.0% |
| All | -11.6% | -32.2% | +20.6% | -19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling