+51.6%
MCD vs QS
-60.6%
+112.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.8% | +7.4% | -0.4% |
| 7D | -1.6% | -5.6% | +4.0% | -1.6% |
| 30D | +16.0% | -5.8% | +21.9% | +16.1% |
| 3M | 0.0% | -39.2% | +39.1% | +0.1% |
| 6M | +0.9% | -53.9% | +54.9% | +1.2% |
| YTD | -8.7% | -62.8% | +54.0% | -8.4% |
| 1Y | -8.6% | -73.5% | +64.9% | -8.1% |
| 3Y | +9.9% | -29.1% | +38.9% | +8.8% |
| 5Y | +22.6% | -90.0% | +112.6% | +21.4% |
| All | +51.6% | -60.6% | +112.3% | +54.6% |
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