+1,373.3%
MCD vs QID
-100.0%
+1,473.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -1.1% |
| 7D | +7.1% | +9.4% | -2.3% | +9.4% |
| 30D | +19.8% | +31.2% | -11.5% | +27.4% |
| 3M | +0.8% | +17.4% | -16.6% | +4.7% |
| 6M | -1.3% | +8.4% | -9.7% | +1.0% |
| YTD | -7.8% | -15.8% | +8.0% | -10.4% |
| 1Y | -5.0% | -16.3% | +11.4% | -7.8% |
| 3Y | +10.5% | -70.4% | +80.9% | -13.3% |
| 5Y | +22.0% | -74.8% | +96.8% | -0.4% |
| 10Y | +216.7% | -99.0% | +315.7% | +28.4% |
| All | +1,373.3% | -100.0% | +1,473.2% | +181.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling