-31.8%
MP vs QID
-13.7%
-18.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.5% | +7.5% | +2.9% |
| 7D | -10.5% | +9.4% | -19.9% | -2.9% |
| 30D | -23.5% | +31.2% | -54.8% | -1.7% |
| 3M | -25.4% | +17.4% | -42.9% | -12.0% |
| 6M | -51.3% | +8.4% | -59.7% | -44.2% |
| YTD | -29.9% | -15.8% | -14.1% | -35.4% |
| 1Y | -31.8% | -16.3% | -15.5% | -36.1% |
| All | -31.8% | -13.7% | -18.2% | -36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling