+211.7%
MCD vs QLD
+1,375.1%
-1,163.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.1% | -1.0% |
| 7D | +7.1% | -10.3% | +17.4% | +9.0% |
| 30D | +19.8% | -26.1% | +45.8% | +25.8% |
| 3M | +0.8% | -17.8% | +18.6% | +3.7% |
| 6M | -1.3% | -15.6% | +14.2% | +0.1% |
| YTD | -7.8% | +5.4% | -13.1% | -10.8% |
| 1Y | -5.0% | +5.2% | -10.2% | -8.3% |
| 3Y | +10.5% | +139.4% | -128.9% | -14.2% |
| 5Y | +22.0% | +66.7% | -44.7% | -1.4% |
| All | +211.7% | +1,375.1% | -1,163.4% | +42.9% |
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