+37.0%
MDT vs QID
-99.2%
+136.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -1.1% |
| 7D | -3.4% | +1.3% | -4.7% | -3.1% |
| 30D | +0.2% | +2.9% | -2.7% | +0.9% |
| 3M | +14.3% | -0.7% | +15.0% | +14.3% |
| 6M | +4.0% | -29.7% | +33.7% | -3.6% |
| YTD | -3.7% | -27.9% | +24.2% | -10.1% |
| 1Y | -0.4% | -34.6% | +34.2% | -8.8% |
| 3Y | +23.3% | -73.5% | +96.9% | -6.7% |
| 5Y | -18.9% | -81.0% | +62.1% | -38.5% |
| All | +37.0% | -99.2% | +136.2% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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