-32.1%
MKC vs QSR
+25.8%
-57.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | -1.5% | -4.0% | +2.5% | -0.4% |
| 30D | -3.1% | +2.8% | -5.9% | -3.9% |
| 3M | +5.2% | +5.1% | +0.1% | +3.7% |
| 6M | -12.8% | +8.8% | -21.6% | -15.1% |
| YTD | -23.3% | +14.8% | -38.1% | -26.5% |
| 1Y | -24.1% | +25.7% | -49.8% | -29.3% |
| 3Y | -32.1% | +27.5% | -59.6% | -40.9% |
| All | -32.1% | +25.8% | -57.9% | -40.9% |
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