+317.4%
MCD vs QSR
+211.2%
+106.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.2% |
| 7D | +7.3% | +4.5% | +2.8% | +5.6% |
| 30D | +20.0% | +9.4% | +10.5% | +16.1% |
| 3M | +3.8% | +7.5% | -3.7% | +1.0% |
| 6M | +3.8% | -0.8% | +4.6% | +3.9% |
| YTD | -5.9% | +16.9% | -22.7% | -11.7% |
| 1Y | -3.2% | +16.3% | -19.5% | -9.1% |
| 3Y | +13.3% | +25.3% | -12.0% | +2.1% |
| 5Y | +25.2% | +60.4% | -35.1% | +1.9% |
| 10Y | +213.3% | +139.2% | +74.1% | +114.4% |
| All | +317.4% | +211.2% | +106.2% | +173.2% |
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