+1,079.5%
MPC vs QID
-99.0%
+1,178.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -2.0% |
| 7D | -16.2% | +9.4% | -25.6% | -13.5% |
| 30D | -15.7% | +31.2% | -47.0% | -7.8% |
| 3M | +24.9% | +17.4% | +7.5% | +31.9% |
| 6M | +52.7% | +8.4% | +44.2% | +58.1% |
| YTD | +131.9% | -15.8% | +147.6% | +120.9% |
| 1Y | +96.6% | -16.3% | +113.0% | +87.4% |
| 3Y | +163.8% | -70.4% | +234.2% | +85.8% |
| 5Y | +533.1% | -74.8% | +607.9% | +380.2% |
| All | +1,079.5% | -99.0% | +1,178.4% | +204.1% |
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 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