+22.6%
MCD vs QLD
+61.4%
-38.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -12.7% | +11.9% | +0.3% |
| 7D | +8.0% | -18.6% | +26.6% | +9.8% |
| 30D | +19.6% | -28.3% | +47.9% | +22.8% |
| 3M | +2.2% | -20.4% | +22.6% | +3.9% |
| 6M | -1.1% | -14.3% | +13.1% | -0.8% |
| YTD | -7.2% | +2.8% | -10.0% | -9.0% |
| 1Y | -6.7% | -1.2% | -5.5% | -8.1% |
| 3Y | +11.6% | +135.3% | -123.7% | -4.4% |
| 5Y | +22.6% | +62.6% | -39.9% | +6.9% |
| All | +22.6% | +61.4% | -38.8% | +6.9% |
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 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