+267.3%
MP vs QID
-93.1%
+360.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.6% | +5.4% | -1.9% |
| 7D | +2.3% | -1.1% | +3.4% | +2.7% |
| 30D | -15.3% | +14.4% | -29.7% | -6.8% |
| 3M | -33.5% | +6.7% | -40.2% | -29.1% |
| 6M | -45.5% | +2.6% | -48.1% | -40.9% |
| YTD | -27.3% | -24.2% | -3.1% | -31.6% |
| 1Y | -40.7% | -22.3% | -18.4% | -42.9% |
| 3Y | +145.9% | -72.0% | +217.9% | +51.7% |
| 5Y | -13.9% | -78.2% | +64.3% | -41.2% |
| All | +267.3% | -93.1% | +360.4% | +106.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling