+193.4%
MCD vs QLD
+1,468.8%
-1,275.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.2% |
| 7D | -1.6% | +7.0% | -8.6% | -2.9% |
| 30D | +14.1% | -14.3% | +28.4% | +16.8% |
| 3M | +0.6% | -16.0% | +16.6% | +3.1% |
| 6M | 0.0% | -14.2% | +14.3% | +1.2% |
| YTD | -9.3% | +12.8% | -22.0% | -13.4% |
| 1Y | -9.3% | +14.1% | -23.4% | -13.8% |
| 3Y | +8.6% | +146.0% | -137.3% | -15.9% |
| 5Y | +21.9% | +82.0% | -60.1% | -3.2% |
| All | +193.4% | +1,468.8% | -1,275.4% | +27.9% |
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