+385.7%
QQQ vs MDB
+912.7%
-527.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.9% |
| 7D | +3.6% | +6.8% | -3.2% | +2.3% |
| 30D | -6.7% | -6.2% | -0.5% | -5.8% |
| 3M | -7.0% | -29.2% | +22.2% | -2.0% |
| 6M | -4.7% | +10.3% | -15.0% | -8.9% |
| YTD | +11.1% | -20.4% | +31.4% | +11.2% |
| 1Y | +12.3% | -4.8% | +17.1% | +7.9% |
| 3Y | +83.3% | -11.6% | +94.9% | +66.8% |
| 5Y | +77.5% | -41.0% | +118.5% | +58.9% |
| All | +385.7% | +912.7% | -527.0% | +134.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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