+178.0%
MCD vs QSR
+135.3%
+42.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.3% |
| 7D | -2.9% | -2.4% | -0.5% | -2.0% |
| 30D | -6.7% | +5.7% | -12.4% | -8.9% |
| 3M | -9.6% | +6.9% | -16.5% | -12.0% |
| 6M | -22.3% | +6.9% | -29.2% | -24.7% |
| YTD | -15.4% | +14.9% | -30.3% | -20.7% |
| 1Y | -16.8% | +29.1% | -45.9% | -25.8% |
| 3Y | -2.4% | +26.1% | -28.5% | -13.5% |
| 5Y | +19.4% | +42.3% | -23.0% | -0.7% |
| All | +178.0% | +135.3% | +42.7% | +85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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