-24.5%
MDB vs QS
-74.6%
+50.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.0% | -5.5% | -4.0% |
| 7D | -18.0% | +2.2% | -20.2% | -18.5% |
| 30D | -10.7% | -8.1% | -2.7% | -8.8% |
| 3M | +1.0% | -27.0% | +28.0% | +8.5% |
| 6M | +31.6% | -16.4% | +48.1% | +34.2% |
| YTD | -15.2% | -46.4% | +31.2% | -3.6% |
| 1Y | +10.1% | -41.1% | +51.2% | +15.7% |
| 3Y | -5.6% | -18.6% | +13.0% | -30.7% |
| 5Y | -24.5% | -73.0% | +48.5% | -25.0% |
| All | -24.5% | -74.6% | +50.0% | -25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling