-3.5%
MCD vs QS
-73.4%
+69.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.8% | -5.0% | +1.9% |
| 7D | +5.9% | +13.7% | -7.7% | +6.3% |
| 30D | +19.6% | -0.2% | +19.9% | +19.4% |
| 3M | +3.3% | -24.8% | +28.1% | +1.7% |
| 6M | +3.5% | -39.4% | +42.9% | +0.9% |
| YTD | -6.1% | -56.1% | +50.0% | -10.1% |
| All | -3.5% | -73.4% | +69.9% | -8.3% |
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