+110.7%
MCK vs QS
-24.6%
+135.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.9% | +0.2% |
| 7D | -2.9% | -3.6% | +0.7% | -3.1% |
| 30D | +0.4% | -17.2% | +17.7% | -0.5% |
| 3M | +12.1% | -27.0% | +39.1% | +10.8% |
| 6M | -5.4% | -24.6% | +19.1% | -6.2% |
| YTD | +7.8% | -49.3% | +57.1% | +5.6% |
| 1Y | +22.9% | -40.3% | +63.3% | +22.1% |
| 3Y | +110.7% | -23.8% | +134.5% | +121.8% |
| All | +110.7% | -24.6% | +135.3% | +121.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 3y: compounded portfolio wealth divided by compounded QS 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…
3y analysis · Full analysis span regression · 6 months rolling