+12.3%
QQQ vs MDT
+20.2%
-8.0%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.1% | -5.2% | +1.6% |
| 7D | -4.6% | +10.7% | -15.4% | -3.5% |
| 30D | -8.5% | +19.3% | -27.8% | -6.7% |
| 3M | -4.3% | +22.8% | -27.1% | -2.2% |
| 6M | +3.1% | +36.4% | -33.3% | +5.8% |
| YTD | +13.0% | +12.1% | +1.0% | +17.1% |
| 1Y | +12.3% | +19.9% | -7.7% | +15.9% |
| All | +12.3% | +20.2% | -8.0% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 1y: compounded portfolio wealth divided by compounded MDT 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…
1y analysis · Full analysis span regression · 6 months rolling