+181.3%
MCD vs QID
-99.1%
+280.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.8% |
| 7D | -2.9% | -1.9% | -0.9% | -3.2% |
| 30D | -6.7% | +1.7% | -8.4% | -6.4% |
| 3M | -9.6% | -3.9% | -5.6% | -10.0% |
| 6M | -22.3% | -30.0% | +7.7% | -27.1% |
| YTD | -15.4% | -28.2% | +12.8% | -20.1% |
| 1Y | -16.8% | -35.6% | +18.8% | -23.0% |
| 3Y | -2.4% | -74.3% | +71.9% | -23.2% |
| 5Y | +19.4% | -80.8% | +100.2% | -4.9% |
| 10Y | +181.3% | -99.2% | +280.5% | +21.1% |
| All | +181.3% | -99.1% | +280.4% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 10y: compounded portfolio wealth divided by compounded QID 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…
10y analysis · Full analysis span regression · 6 months rolling