+93.9%
QQQ vs MDB
-6.8%
+100.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +0.4% |
| 7D | +1.5% | -18.0% | +19.5% | +4.1% |
| 30D | -0.6% | -10.7% | +10.1% | +0.5% |
| 3M | +0.4% | +1.0% | -0.5% | -0.4% |
| 6M | +20.1% | +31.6% | -11.6% | +13.7% |
| YTD | +17.2% | -15.2% | +32.4% | +17.4% |
| 1Y | +24.7% | +10.1% | +14.6% | +19.4% |
| All | +93.9% | -6.8% | +100.7% | +81.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling