+8.6%
MCD vs QS
-32.2%
+40.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.2% | +4.5% | -0.6% |
| 7D | -1.6% | -14.0% | +12.4% | -1.7% |
| 30D | +14.1% | -6.4% | +20.5% | +14.2% |
| 3M | +0.6% | -40.3% | +40.9% | +0.3% |
| 6M | 0.0% | -57.5% | +57.5% | -0.3% |
| YTD | -9.3% | -64.7% | +55.4% | -9.6% |
| 1Y | -9.3% | -72.9% | +63.6% | -9.7% |
| 3Y | +8.6% | -33.5% | +42.1% | +8.5% |
| All | +8.6% | -32.2% | +40.8% | +8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling