-16.1%
MCD vs QS
-44.4%
+28.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | +0.1% |
| 7D | -2.0% | +2.2% | -4.2% | -2.0% |
| 30D | -6.1% | -8.1% | +1.9% | -6.4% |
| 3M | -7.3% | -27.0% | +19.8% | -8.0% |
| 6M | -20.9% | -16.4% | -4.5% | -21.3% |
| YTD | -14.7% | -46.4% | +31.7% | -15.9% |
| 1Y | -16.1% | -41.1% | +25.0% | -16.6% |
| All | -16.1% | -44.4% | +28.3% | -16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling