+254.1%
MP vs QID
-92.3%
+346.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.5% | +7.5% | +3.5% |
| 7D | -10.5% | +9.4% | -19.9% | -5.1% |
| 30D | -23.5% | +31.2% | -54.8% | -9.2% |
| 3M | -25.4% | +17.4% | -42.9% | -16.2% |
| 6M | -51.3% | +8.4% | -59.7% | -45.6% |
| YTD | -29.9% | -15.8% | -14.1% | -30.2% |
| 1Y | -31.8% | -16.3% | -15.5% | -31.5% |
| 3Y | +127.0% | -70.4% | +197.4% | +44.2% |
| 5Y | -3.3% | -74.8% | +71.5% | -28.9% |
| All | +254.1% | -92.3% | +346.4% | +110.6% |
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