+2,117.3%
MCK vs QID
-100.0%
+2,217.3%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | -0.4% |
| 7D | -2.9% | +1.3% | -4.2% | -2.6% |
| 30D | +0.4% | +2.9% | -2.5% | +1.2% |
| 3M | +12.1% | -0.7% | +12.8% | +11.9% |
| 6M | -5.4% | -29.7% | +24.2% | -13.4% |
| YTD | +7.8% | -27.9% | +35.7% | -0.5% |
| 1Y | +22.9% | -34.6% | +57.5% | +11.0% |
| 3Y | +110.7% | -73.5% | +184.3% | +53.6% |
| 5Y | +346.2% | -81.0% | +427.2% | +220.4% |
| 10Y | +440.1% | -99.2% | +539.3% | +69.5% |
| All | +2,117.3% | -100.0% | +2,217.3% | +196.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling