-7.7%
MDB vs QSR
+23.8%
-31.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.5% | -7.6% | -1.5% |
| 7D | -16.5% | +5.2% | -21.7% | -16.0% |
| 30D | -8.6% | +12.2% | -20.8% | -8.0% |
| 3M | -13.6% | +7.0% | -20.6% | -13.2% |
| 6M | +24.1% | -0.3% | +24.4% | +27.2% |
| YTD | -21.8% | +18.0% | -39.8% | -21.3% |
| 1Y | -7.7% | +22.6% | -30.4% | -4.0% |
| All | -7.7% | +23.8% | -31.5% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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