+117.2%
MPC vs QID
-21.1%
+138.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -1.8% | -6.3% | -7.9% |
| 7D | -10.9% | +9.8% | -20.7% | -11.7% |
| 30D | -9.4% | +18.9% | -28.3% | -11.0% |
| 3M | +26.0% | +9.6% | +16.4% | +24.7% |
| 6M | +56.5% | -7.8% | +64.3% | +57.4% |
| YTD | +144.3% | -23.3% | +167.6% | +150.2% |
| 1Y | +117.2% | -22.0% | +139.3% | +124.2% |
| All | +117.2% | -21.1% | +138.3% | +124.2% |
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 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