+278.2%
MCD vs QSR
+218.5%
+59.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -2.8% | +2.4% | -5.3% | -3.7% |
| 30D | -6.0% | +7.6% | -13.6% | -8.6% |
| 3M | -5.6% | +12.6% | -18.2% | -9.6% |
| 6M | -21.9% | +14.4% | -36.2% | -25.9% |
| YTD | -14.7% | +19.6% | -34.3% | -20.7% |
| 1Y | -17.3% | +33.9% | -51.1% | -26.4% |
| 3Y | -2.2% | +27.1% | -29.3% | -12.3% |
| 5Y | +20.3% | +48.5% | -28.3% | +0.6% |
| 10Y | +180.7% | +126.2% | +54.5% | +93.4% |
| All | +278.2% | +218.5% | +59.7% | +145.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling