-3.5%
MCD vs QLD
+9.9%
-13.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.8% | -5.0% | +2.3% |
| 7D | +5.9% | -1.4% | +7.4% | +5.9% |
| 30D | +19.6% | -19.6% | +39.2% | +17.3% |
| 3M | +3.3% | -14.1% | +17.4% | +2.0% |
| 6M | +3.5% | -13.6% | +17.1% | +2.2% |
| YTD | -6.1% | +12.5% | -18.7% | -7.8% |
| All | -3.5% | +9.9% | -13.4% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling