+1,049.8%
MDB vs QSR
+59.8%
+990.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.0% |
| 7D | -17.4% | +2.4% | -19.9% | -18.4% |
| 30D | -2.0% | +7.6% | -9.6% | -5.7% |
| 3M | -3.0% | +12.6% | -15.6% | -9.1% |
| 6M | +48.7% | +14.4% | +34.3% | +37.6% |
| YTD | -12.1% | +19.6% | -31.8% | -20.8% |
| 1Y | +14.5% | +33.9% | -19.4% | -3.2% |
| 3Y | -6.1% | +27.1% | -33.3% | -20.4% |
| 5Y | -27.3% | +48.5% | -75.9% | -43.5% |
| All | +1,049.8% | +59.8% | +990.0% | +708.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling