+283.1%
MET vs QID
-100.0%
+383.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.8% |
| 7D | +1.2% | -0.6% | +1.8% | +0.9% |
| 30D | +1.4% | 0.0% | +1.4% | +1.5% |
| 3M | +17.7% | +3.7% | +14.0% | +20.7% |
| 6M | +35.0% | -29.9% | +64.8% | +13.3% |
| YTD | +26.3% | -28.8% | +55.1% | +7.3% |
| 1Y | +22.8% | -37.2% | +60.0% | -1.8% |
| 3Y | +65.9% | -73.7% | +139.7% | -9.1% |
| 5Y | +85.4% | -80.7% | +166.1% | -0.7% |
| 10Y | +253.7% | -99.1% | +352.8% | -66.6% |
| All | +283.1% | -100.0% | +383.1% | -94.2% |
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