+193.4%
MCD vs QSR
+137.6%
+55.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -1.6% | -2.9% | +1.3% | -0.4% |
| 30D | +14.1% | +4.1% | +10.0% | +12.3% |
| 3M | +0.6% | -0.7% | +1.3% | +0.8% |
| 6M | 0.0% | +0.4% | -0.4% | -0.4% |
| YTD | -9.3% | +13.5% | -22.8% | -14.5% |
| 1Y | -9.3% | +11.0% | -20.3% | -13.8% |
| 3Y | +8.6% | +22.0% | -13.4% | -2.4% |
| 5Y | +21.9% | +57.1% | -35.2% | -2.9% |
| All | +193.4% | +137.6% | +55.8% | +97.5% |
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