-99.1%
QID vs MKTX
+5.0%
-104.2%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | +1.3% | -0.2% | +1.5% | +1.2% |
| 30D | +2.9% | +0.7% | +2.2% | +3.3% |
| 3M | -0.7% | +40.8% | -41.5% | +16.7% |
| 6M | -29.7% | -8.0% | -21.7% | -32.0% |
| YTD | -27.9% | -8.7% | -19.1% | -30.4% |
| 1Y | -34.6% | -11.8% | -22.7% | -38.1% |
| 3Y | -73.5% | -24.0% | -49.5% | -75.9% |
| 5Y | -81.0% | -60.3% | -20.7% | -86.2% |
| All | -99.1% | +5.0% | -104.2% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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