+1,570.9%
QQQ vs MDT
+331.0%
+1,240.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | -0.3% |
| 7D | +0.4% | +3.2% | -2.9% | -0.9% |
| 30D | +0.2% | +9.5% | -9.3% | -3.5% |
| 3M | -2.8% | +16.0% | -18.8% | -9.1% |
| 6M | +18.0% | +0.2% | +17.8% | +16.7% |
| YTD | +17.3% | -0.3% | +17.6% | +15.9% |
| 1Y | +25.6% | +4.7% | +20.9% | +21.3% |
| 3Y | +93.7% | +26.5% | +67.2% | +70.1% |
| 5Y | +94.2% | -18.2% | +112.3% | +102.5% |
| 10Y | +557.9% | +40.0% | +517.8% | +435.0% |
| All | +1,570.9% | +331.0% | +1,240.0% | +690.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling