-5.0%
MCD vs Q
+17.3%
-22.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.3% | -6.9% | -0.1% |
| 7D | +7.1% | +0.3% | +6.8% | +7.2% |
| 30D | +19.8% | -9.8% | +29.6% | +19.1% |
| 3M | +0.8% | -12.2% | +13.0% | +0.1% |
| 6M | -1.3% | -21.6% | +20.3% | -2.8% |
| YTD | -7.8% | +43.6% | -51.3% | -9.2% |
| 1Y | -5.0% | +25.7% | -30.6% | -5.3% |
| All | -5.0% | +17.3% | -22.3% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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