+21.6%
MCD vs QLD
+121.5%
-99.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | -2.8% | +0.6% | -3.4% | -2.9% |
| 30D | -6.0% | -0.1% | -5.9% | -6.0% |
| 3M | -5.6% | -8.4% | +2.8% | -5.1% |
| 6M | -21.9% | +32.2% | -54.1% | -24.7% |
| YTD | -14.7% | +28.9% | -43.6% | -17.7% |
| 1Y | -17.3% | +43.8% | -61.1% | -21.4% |
| 3Y | -2.2% | +176.6% | -178.7% | -17.1% |
| All | +21.6% | +121.5% | -99.9% | +3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling