+213.2%
MDT vs QID
-100.0%
+313.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | +3.2% | -0.6% | +3.9% | +3.1% |
| 30D | +9.5% | 0.0% | +9.5% | +9.5% |
| 3M | +16.0% | +3.7% | +12.3% | +17.6% |
| 6M | +0.2% | -29.9% | +30.1% | -8.4% |
| YTD | -0.3% | -28.8% | +28.5% | -8.3% |
| 1Y | +4.7% | -37.2% | +41.9% | -6.7% |
| 3Y | +26.5% | -73.7% | +100.3% | -8.1% |
| 5Y | -18.2% | -80.7% | +62.6% | -40.4% |
| 10Y | +40.0% | -99.1% | +139.1% | -53.6% |
| All | +213.2% | -100.0% | +313.1% | -53.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling