+487.2%
MCK vs QS
-47.4%
+534.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.2% |
| 7D | -4.4% | -5.0% | +0.6% | -4.5% |
| 30D | -2.2% | -18.3% | +16.1% | -2.5% |
| 3M | +11.6% | -26.0% | +37.6% | +11.2% |
| 6M | -4.9% | -24.0% | +19.1% | -5.1% |
| YTD | +7.7% | -50.3% | +58.0% | +7.2% |
| 1Y | +25.2% | -38.0% | +63.2% | +24.9% |
| 3Y | +112.1% | -24.6% | +136.7% | +112.2% |
| 5Y | +345.8% | -75.4% | +421.3% | +347.4% |
| All | +487.2% | -47.4% | +534.6% | +484.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling