+1,029.4%
MDB vs QSR
+53.4%
+976.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.4% |
| 7D | -1.8% | -4.0% | +2.2% | +0.2% |
| 30D | -17.3% | +2.8% | -20.0% | -18.6% |
| 3M | +2.2% | +5.1% | -2.9% | -0.8% |
| 6M | +33.9% | +8.8% | +25.1% | +26.8% |
| YTD | -13.7% | +14.8% | -28.5% | -20.7% |
| 1Y | +9.1% | +25.7% | -16.7% | -4.9% |
| 3Y | -8.1% | +27.5% | -35.7% | -22.5% |
| 5Y | -25.9% | +41.3% | -67.2% | -41.1% |
| All | +1,029.4% | +53.4% | +976.1% | +709.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling