0.0%
MCD vs QLD
+0.2%
-0.2%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.9% | +4.6% | +6.8% |
| 7D | +11.9% | -9.4% | +21.3% | +10.2% |
| 30D | +20.2% | -17.1% | +37.3% | +16.9% |
| 3M | +5.2% | -10.4% | +15.6% | +3.6% |
| 6M | 0.0% | +0.7% | -0.7% | +2.5% |
| All | 0.0% | +0.2% | -0.2% | +2.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling