+177.3%
MCD vs QLD
+1,646.9%
-1,469.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | -2.8% | +0.6% | -3.4% | -2.9% |
| 30D | -6.0% | -0.1% | -5.9% | -6.1% |
| 3M | -5.6% | -8.4% | +2.8% | -4.9% |
| 6M | -21.9% | +32.2% | -54.1% | -26.9% |
| YTD | -14.7% | +28.9% | -43.6% | -20.0% |
| 1Y | -17.3% | +43.8% | -61.1% | -24.5% |
| 3Y | -2.2% | +176.6% | -178.7% | -25.6% |
| 5Y | +20.3% | +121.6% | -101.3% | -8.1% |
| All | +177.3% | +1,646.9% | -1,469.6% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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