+8.6%
MCD vs QID
-71.4%
+80.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -0.6% |
| 7D | -1.6% | -7.1% | +5.5% | -1.7% |
| 30D | +14.1% | +12.6% | +1.5% | +14.2% |
| 3M | +0.6% | +14.2% | -13.6% | +0.8% |
| 6M | 0.0% | +6.2% | -6.2% | 0.0% |
| YTD | -9.3% | -21.8% | +12.5% | -10.5% |
| 1Y | -9.3% | -23.1% | +13.8% | -10.6% |
| 3Y | +8.6% | -71.3% | +79.9% | -3.1% |
| All | +8.6% | -71.4% | +80.0% | -3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling