-77.0%
QID vs MTB
+61.4%
-138.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +3.0% |
| 7D | -7.1% | +1.5% | -8.7% | -6.2% |
| 30D | +12.6% | +2.3% | +10.3% | +14.5% |
| 3M | +14.2% | -12.1% | +26.4% | +6.2% |
| 6M | +6.2% | +9.8% | -3.6% | +13.2% |
| YTD | -21.8% | +12.0% | -33.8% | -14.8% |
| 1Y | -23.1% | +22.0% | -45.2% | -11.5% |
| 3Y | -71.3% | +107.6% | -178.9% | -51.0% |
| All | -77.0% | +61.4% | -138.4% | -63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling