+14.5%
MDB vs QSR
+33.2%
-18.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.1% |
| 7D | -17.4% | +2.4% | -19.9% | -17.4% |
| 30D | -2.0% | +7.6% | -9.6% | -2.4% |
| 3M | -3.0% | +12.6% | -15.6% | -3.4% |
| 6M | +48.7% | +14.4% | +34.3% | +46.9% |
| YTD | -12.1% | +19.6% | -31.8% | -13.1% |
| 1Y | +14.5% | +33.9% | -19.4% | +6.7% |
| All | +14.5% | +33.2% | -18.7% | +6.7% |
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