+358.3%
MCK vs QSR
+205.8%
+152.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -2.9% | -4.0% | +1.1% | -1.9% |
| 30D | +0.4% | +2.8% | -2.3% | -0.4% |
| 3M | +12.1% | +5.1% | +7.0% | +10.5% |
| 6M | -5.4% | +8.8% | -14.2% | -7.7% |
| YTD | +7.8% | +14.8% | -7.0% | +3.6% |
| 1Y | +22.9% | +25.7% | -2.8% | +15.3% |
| 3Y | +110.7% | +27.5% | +83.2% | +93.6% |
| 5Y | +346.2% | +41.3% | +304.9% | +293.8% |
| 10Y | +440.1% | +133.8% | +306.3% | +303.1% |
| All | +358.3% | +205.8% | +152.5% | +218.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling