-100.0%
QID vs MTB
+273.3%
-373.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | -0.1% |
| 7D | -2.7% | +2.8% | -5.5% | -1.1% |
| 30D | +1.8% | -4.2% | +6.0% | -0.7% |
| 3M | -2.2% | +7.8% | -10.0% | +2.6% |
| 6M | -32.1% | +14.8% | -47.0% | -25.6% |
| YTD | -28.6% | +20.8% | -49.3% | -19.0% |
| 1Y | -36.3% | +23.1% | -59.4% | -26.6% |
| 3Y | -74.4% | +114.8% | -189.2% | -54.8% |
| 5Y | -80.8% | +103.3% | -184.0% | -63.3% |
| 10Y | -99.1% | +173.0% | -272.1% | -97.3% |
| All | -100.0% | +273.3% | -373.3% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling