-5.6%
MDB vs QS
-19.7%
+14.0%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.0% | -5.5% | -3.7% |
| 7D | -18.0% | +2.2% | -20.2% | -18.3% |
| 30D | -10.7% | -8.1% | -2.7% | -9.7% |
| 3M | +1.0% | -27.0% | +28.0% | +4.6% |
| 6M | +31.6% | -16.4% | +48.1% | +33.3% |
| YTD | -15.2% | -46.4% | +31.2% | -9.9% |
| 1Y | +10.1% | -41.1% | +51.2% | +13.8% |
| 3Y | -5.6% | -18.6% | +13.0% | -11.6% |
| All | -5.6% | -19.7% | +14.0% | -11.6% |
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