+24.6%
MDT vs QS
-25.4%
+50.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.6% | +6.1% | -0.4% |
| 7D | -0.3% | -4.2% | +3.9% | -0.2% |
| 30D | +2.8% | -15.7% | +18.4% | +3.1% |
| 3M | +13.1% | -28.7% | +41.8% | +13.8% |
| 6M | +2.3% | -23.2% | +25.6% | +2.5% |
| YTD | -2.7% | -49.9% | +47.2% | -1.6% |
| 1Y | +0.9% | -38.8% | +39.7% | +0.8% |
| All | +24.6% | -25.4% | +50.0% | +20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling