-99.1%
QID vs MTB
+115.1%
-214.2%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.9% |
| 7D | -7.1% | +1.5% | -8.7% | -6.3% |
| 30D | +12.6% | +2.3% | +10.3% | +14.3% |
| 3M | +14.2% | -12.1% | +26.4% | +7.1% |
| 6M | +6.2% | +9.8% | -3.6% | +12.3% |
| YTD | -21.8% | +12.0% | -33.8% | -15.8% |
| 1Y | -23.1% | +22.0% | -45.2% | -13.2% |
| 3Y | -71.3% | +107.6% | -178.9% | -54.1% |
| 5Y | -77.0% | +61.9% | -138.8% | -64.4% |
| All | -99.1% | +115.1% | -214.2% | -98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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