-5.4%
MCK vs QID
-29.4%
+24.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.5% |
| 7D | -2.9% | +1.3% | -4.2% | -3.3% |
| 30D | +0.4% | +2.9% | -2.5% | -0.4% |
| 3M | +12.1% | -0.7% | +12.8% | +11.8% |
| 6M | -5.4% | -29.7% | +24.2% | -8.8% |
| All | -5.4% | -29.4% | +24.0% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 6mo: compounded portfolio wealth divided by compounded QID 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…
6mo analysis · Full analysis span regression · 6 months rolling