-15.2%
MCD vs QSR
+28.0%
-43.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | -2.5% | -4.7% | +2.2% | -1.4% |
| 30D | -7.0% | +4.3% | -11.3% | -8.0% |
| 3M | -9.8% | +5.4% | -15.2% | -10.9% |
| 6M | -21.8% | +8.2% | -29.9% | -22.8% |
| YTD | -15.6% | +14.1% | -29.7% | -17.6% |
| 1Y | -15.2% | +28.1% | -43.3% | -17.4% |
| All | -15.2% | +28.0% | -43.2% | -17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling