+1,262.3%
MCD vs QID
-100.0%
+1,362.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.6% |
| 7D | -2.8% | -0.6% | -2.2% | -3.0% |
| 30D | -6.0% | 0.0% | -6.0% | -6.0% |
| 3M | -5.6% | +3.7% | -9.3% | -4.5% |
| 6M | -21.9% | -29.9% | +8.0% | -27.4% |
| YTD | -14.7% | -28.8% | +14.1% | -20.4% |
| 1Y | -17.3% | -37.2% | +19.9% | -24.9% |
| 3Y | -2.2% | -73.7% | +71.6% | -25.2% |
| 5Y | +20.3% | -80.7% | +101.0% | -7.9% |
| 10Y | +180.7% | -99.1% | +279.8% | +11.0% |
| All | +1,262.3% | -100.0% | +1,362.3% | +150.3% |
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