-100.0%
QID vs MTB
+246.2%
-346.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.0% |
| 6M | +6.2% | +9.8% | -3.6% | +13.1% |
| YTD | -21.8% | +12.0% | -33.8% | -15.0% |
| 1Y | -23.1% | +22.0% | -45.2% | -11.8% |
| 3Y | -71.3% | +107.6% | -178.9% | -50.6% |
| 5Y | -77.0% | +61.9% | -138.8% | -61.8% |
| 10Y | -99.0% | +116.3% | -215.3% | -97.5% |
| All | -100.0% | +246.2% | -346.2% | -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