Period | Mean QMC | Mean LSMC | t-Value | p-Value |
In-Sample | 13.70% | 26.41% | −14.03 | 3.87E−12 |
Out-Sample | 14.61% | 25.72% | −7.40 | 3.78E−07 |
All Periods | 13.98% | 26.29% | −16.73 | 3.17E−13 |