-80.7%
QID vs MDY
+43.9%
-124.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.3% | +0.6% |
| 7D | +2.7% | -2.5% | +5.3% | -1.9% |
| 30D | +3.3% | -5.0% | +8.4% | -5.8% |
| 3M | -5.5% | +0.5% | -6.0% | -3.1% |
| 6M | -28.4% | +8.0% | -36.4% | -14.4% |
| YTD | -26.6% | +12.2% | -38.7% | -5.3% |
| 1Y | -34.1% | +14.0% | -48.1% | -11.3% |
| 3Y | -73.7% | +48.2% | -121.9% | -30.8% |
| 5Y | -80.7% | +46.1% | -126.7% | -33.7% |
| All | -80.7% | +43.9% | -124.6% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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