+7.4%
MDT vs QS
-47.4%
+54.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.3% |
| 7D | -1.6% | -5.0% | +3.4% | -1.5% |
| 30D | +1.0% | -18.3% | +19.3% | +1.5% |
| 3M | +15.2% | -26.0% | +41.2% | +15.9% |
| 6M | +3.7% | -24.0% | +27.7% | +4.0% |
| YTD | -3.0% | -50.3% | +47.3% | -1.7% |
| 1Y | +2.5% | -38.0% | +40.4% | +2.7% |
| 3Y | +26.5% | -24.6% | +51.1% | +23.6% |
| 5Y | -18.3% | -75.4% | +57.1% | -19.8% |
| All | +7.4% | -47.4% | +54.8% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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