+94.5%
QQQ vs MDB
-24.3%
+118.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | +1.0% | -4.5% | +5.5% | +1.8% |
| 30D | -0.6% | -14.0% | +13.4% | +1.6% |
| 3M | +1.3% | +5.3% | -4.0% | -0.6% |
| 6M | +18.1% | +31.9% | -13.7% | +9.8% |
| YTD | +16.9% | -14.6% | +31.5% | +16.5% |
| 1Y | +24.0% | +8.2% | +15.7% | +17.3% |
| 3Y | +95.6% | -5.0% | +100.6% | +76.9% |
| 5Y | +94.5% | -24.5% | +119.0% | +66.9% |
| All | +94.5% | -24.3% | +118.8% | +66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling