+412.7%
QQQ vs MDB
+978.8%
-566.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +0.6% |
| 7D | +1.5% | -18.0% | +19.5% | +5.1% |
| 30D | -0.6% | -10.7% | +10.1% | +0.9% |
| 3M | +0.4% | +1.0% | -0.5% | -0.8% |
| 6M | +20.1% | +31.6% | -11.6% | +11.3% |
| YTD | +17.2% | -15.2% | +32.4% | +16.8% |
| 1Y | +24.7% | +10.1% | +14.6% | +17.2% |
| 3Y | +96.2% | -5.6% | +101.8% | +77.0% |
| 5Y | +94.4% | -24.5% | +118.9% | +66.3% |
| All | +412.7% | +978.8% | -566.1% | +146.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling