+23.3%
MDT vs QSR
+25.8%
-2.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | -3.4% | -4.0% | +0.6% | -2.6% |
| 30D | +0.2% | +2.8% | -2.5% | -0.4% |
| 3M | +14.3% | +5.1% | +9.2% | +13.1% |
| 6M | +4.0% | +8.8% | -4.8% | +2.2% |
| YTD | -3.7% | +14.8% | -18.5% | -6.4% |
| 1Y | -0.4% | +25.7% | -26.1% | -5.1% |
| 3Y | +23.3% | +27.5% | -4.2% | +16.0% |
| All | +23.3% | +25.8% | -2.5% | +16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling