+213.4%
MCD vs QLD
+1,338.5%
-1,125.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -12.7% | +11.9% | +1.5% |
| 7D | +8.0% | -18.6% | +26.6% | +11.7% |
| 30D | +19.6% | -28.3% | +47.9% | +26.3% |
| 3M | +2.2% | -20.4% | +22.6% | +5.8% |
| 6M | -1.1% | -14.3% | +13.1% | -0.1% |
| YTD | -7.2% | +2.8% | -10.0% | -9.9% |
| 1Y | -6.7% | -1.2% | -5.5% | -8.9% |
| 3Y | +11.6% | +135.3% | -123.7% | -13.1% |
| 5Y | +22.6% | +62.6% | -39.9% | -0.4% |
| All | +213.4% | +1,338.5% | -1,125.1% | +44.3% |
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