+110.7%
MCK vs QSR
+25.8%
+84.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | -2.9% | -4.0% | +1.1% | -2.2% |
| 30D | +0.4% | +2.8% | -2.3% | -0.1% |
| 3M | +12.1% | +5.1% | +7.0% | +11.1% |
| 6M | -5.4% | +8.8% | -14.2% | -6.6% |
| YTD | +7.8% | +14.8% | -7.0% | +5.7% |
| 1Y | +22.9% | +25.7% | -2.8% | +19.4% |
| 3Y | +110.7% | +27.5% | +83.2% | +107.5% |
| All | +110.7% | +25.8% | +84.9% | +107.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling