-100.0%
QID vs MDY
+549.3%
-649.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | -0.8% |
| 7D | -2.7% | +1.0% | -3.8% | -1.1% |
| 30D | +1.8% | -3.1% | +4.9% | -3.1% |
| 3M | -2.2% | +1.8% | -4.0% | +2.5% |
| 6M | -32.1% | +10.8% | -42.9% | -16.9% |
| YTD | -28.6% | +14.4% | -43.0% | -7.2% |
| 1Y | -36.3% | +15.2% | -51.5% | -15.3% |
| 3Y | -74.4% | +51.2% | -125.6% | -37.7% |
| 5Y | -80.8% | +47.2% | -128.0% | -41.6% |
| 10Y | -99.1% | +171.1% | -270.2% | -88.5% |
| All | -100.0% | +549.3% | -649.2% | -96.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling