+85.0%
MET vs QID
-71.4%
+156.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +1.4% |
| 7D | +4.5% | -7.1% | +11.6% | +2.8% |
| 30D | +3.5% | +12.6% | -9.1% | +6.9% |
| 3M | +5.9% | +14.2% | -8.3% | +9.9% |
| 6M | +33.1% | +6.2% | +26.9% | +36.1% |
| YTD | +33.6% | -21.8% | +55.4% | +25.5% |
| 1Y | +32.7% | -23.1% | +55.8% | +24.2% |
| 3Y | +85.0% | -71.3% | +156.4% | +40.8% |
| All | +85.0% | -71.4% | +156.4% | +40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling