+906.2%
MU vs QID
-71.8%
+978.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -6.8% | +13.1% | -1.1% |
| 7D | -12.0% | -0.8% | -11.3% | -10.2% |
| 30D | -28.7% | +20.1% | -48.8% | -9.0% |
| 3M | -16.4% | +11.8% | -28.3% | +0.3% |
| 6M | -1.8% | +5.5% | -7.3% | +23.6% |
| YTD | +157.1% | -21.5% | +178.6% | +158.1% |
| 1Y | +208.5% | -22.6% | +231.1% | +213.2% |
| 3Y | +906.2% | -72.3% | +978.5% | +495.1% |
| All | +906.2% | -71.8% | +978.0% | +495.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling