-8.5%
MCD vs Q
+66.4%
-74.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.2% |
| 6M | -1.3% | -21.6% | +20.3% | -2.7% |
| YTD | -7.8% | +43.6% | -51.3% | -10.2% |
| 1Y | -5.0% | +25.7% | -30.6% | -7.1% |
| All | -8.5% | +66.4% | -74.9% | -10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling