+56.0%
MCD vs QS
-53.6%
+109.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.8% | -5.0% | +1.7% |
| 7D | +5.9% | +13.7% | -7.7% | +5.9% |
| 30D | +19.6% | -0.2% | +19.9% | +19.6% |
| 3M | +3.3% | -24.8% | +28.1% | +3.3% |
| 6M | +3.5% | -39.4% | +42.9% | +3.6% |
| YTD | -6.1% | -56.1% | +50.0% | -5.9% |
| 1Y | -3.7% | -72.5% | +68.8% | -3.1% |
| 3Y | +13.4% | -16.3% | +29.7% | +12.2% |
| 5Y | +25.2% | -87.6% | +112.7% | +23.9% |
| All | +56.0% | -53.6% | +109.6% | +58.9% |
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