-1.5%
MCD vs QLD
+178.0%
-179.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | -2.8% | +0.6% | -3.4% | -2.8% |
| 30D | -6.0% | -0.1% | -5.9% | -6.0% |
| 3M | -5.6% | -8.4% | +2.8% | -5.4% |
| 6M | -21.9% | +32.2% | -54.1% | -23.2% |
| YTD | -14.7% | +28.9% | -43.6% | -16.2% |
| 1Y | -17.3% | +43.8% | -61.1% | -19.4% |
| All | -1.5% | +178.0% | -179.5% | -12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling