+30.0%
MGY vs QID
-73.7%
+103.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | -0.2% |
| 7D | +3.5% | +1.3% | +2.3% | +3.8% |
| 30D | +5.3% | +2.9% | +2.3% | +5.9% |
| 3M | +2.6% | -0.7% | +3.4% | +2.8% |
| 6M | -3.3% | -29.7% | +26.4% | -11.3% |
| YTD | +29.2% | -27.9% | +57.1% | +19.6% |
| 1Y | +18.0% | -34.6% | +52.6% | +6.3% |
| 3Y | +30.0% | -73.5% | +103.5% | -2.5% |
| All | +30.0% | -73.7% | +103.7% | -2.5% |
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