+601.0%
MPC vs QID
-76.9%
+677.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | +0.9% |
| 7D | +11.2% | -7.1% | +18.4% | +10.0% |
| 30D | -14.5% | +12.6% | -27.1% | -12.4% |
| 3M | +16.7% | +14.2% | +2.4% | +19.8% |
| 6M | +67.6% | +6.2% | +61.4% | +70.6% |
| YTD | +157.9% | -21.8% | +179.7% | +147.9% |
| 1Y | +116.7% | -23.1% | +139.8% | +107.7% |
| 3Y | +199.8% | -71.3% | +271.1% | +144.9% |
| All | +601.0% | -76.9% | +677.9% | +480.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling