-11.6%
MDB vs QSR
+21.7%
-33.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +6.8% | -2.9% | +9.8% | +7.4% |
| 30D | -6.2% | +4.1% | -10.3% | -7.2% |
| 3M | -29.2% | -0.7% | -28.6% | -29.4% |
| 6M | +10.3% | +0.4% | +9.9% | +9.7% |
| YTD | -20.4% | +13.5% | -33.9% | -24.0% |
| 1Y | -4.8% | +11.0% | -15.8% | -8.7% |
| 3Y | -11.6% | +22.0% | -33.6% | -15.7% |
| All | -11.6% | +21.7% | -33.3% | -15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling