+40.5%
MCD vs QS
-47.0%
+87.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.6% | +5.7% | -0.9% |
| 7D | -2.9% | -4.2% | +1.4% | -2.8% |
| 30D | -6.7% | -15.7% | +8.9% | -6.7% |
| 3M | -9.6% | -28.7% | +19.1% | -9.5% |
| 6M | -22.3% | -23.2% | +0.9% | -22.3% |
| YTD | -15.4% | -49.9% | +34.5% | -15.2% |
| 1Y | -16.8% | -38.8% | +22.0% | -16.8% |
| 3Y | -2.4% | -24.0% | +21.6% | -3.3% |
| 5Y | +19.4% | -75.6% | +95.0% | +18.3% |
| All | +40.5% | -47.0% | +87.5% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 10y: compounded portfolio wealth divided by compounded QS 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…
10y analysis · Full analysis span regression · 6 months rolling